Linear-Quadratic $N$-person and Mean-Field Games with Ergodic Cost (Q5173271)

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scientific article; zbMATH DE number 6399492
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Linear-Quadratic $N$-person and Mean-Field Games with Ergodic Cost
scientific article; zbMATH DE number 6399492

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    Linear-Quadratic $N$-person and Mean-Field Games with Ergodic Cost (English)
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    9 February 2015
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    stochastic games
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    linear-quadratic problem
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    mean-field games
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    Nash equilibria
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    HJB-KFP equations
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