Mean-field linear-quadratic stochastic differential games in an infinite horizon (Q3383291)
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| 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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0.9159509539604188
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0.9154556393623352
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0.8687272071838379
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0.8635913729667664
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0.8627287745475769
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