Linear-Quadratic-Gaussian Mixed Mean-Field Games with Heterogeneous Input Constraints (Q4578001)
From MaRDI portal
scientific article; zbMATH DE number 6914170
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear-Quadratic-Gaussian Mixed Mean-Field Games with Heterogeneous Input Constraints |
scientific article; zbMATH DE number 6914170 |
Statements
Linear-Quadratic-Gaussian Mixed Mean-Field Games with Heterogeneous Input Constraints (English)
0 references
7 August 2018
0 references
\(\varepsilon\)-Nash equilibrium
0 references
forward-backward stochastic differential equation
0 references
input constraint
0 references
projection operator
0 references
linear-quadratic mixed mean-field game
0 references
