Mixed Social Optima and Nash Equilibrium in Linear-Quadratic-Gaussian Mean-Field System (Q6053202)
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scientific article; zbMATH DE number 7742180
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| English | Mixed Social Optima and Nash Equilibrium in Linear-Quadratic-Gaussian Mean-Field System |
scientific article; zbMATH DE number 7742180 |
Statements
Mixed Social Optima and Nash Equilibrium in Linear-Quadratic-Gaussian Mean-Field System (English)
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26 September 2023
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decentralized control
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linear-quadratic-Gaussian (LQG) mean-field strategy
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mean-field forward-backward stochastic differential equations (SDEs)
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Nash equilibrium
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social optimality
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