Linear-Quadratic Large-Population Problem with Partial Information: Hamiltonian Approach and Riccati Approach (Q6173819)
From MaRDI portal
scientific article; zbMATH DE number 7712217
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear-Quadratic Large-Population Problem with Partial Information: Hamiltonian Approach and Riccati Approach |
scientific article; zbMATH DE number 7712217 |
Statements
Linear-Quadratic Large-Population Problem with Partial Information: Hamiltonian Approach and Riccati Approach (English)
0 references
13 July 2023
0 references
mean-field game
0 references
forward-backward stochastic differential equation
0 references
Riccati equation
0 references
control constrained
0 references
partial information
0 references
\(\varepsilon\)-Nash equilibrium
0 references
