Mean-field linear-quadratic stochastic differential games in an infinite horizon (Q3383291)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-field linear-quadratic stochastic differential games in an infinite horizon |
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Mean-field linear-quadratic stochastic differential games in an infinite horizon (English)
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23 September 2021
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two-person mean-field linear-quadratic stochastic differential game
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infinite horizon
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open-loop and closed-loop Nash equilibria
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algebraic Riccati equations
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MF-\(L^2\)-stabilizability
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static stabilizing solution
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