Linear-Quadratic Large-Population Problem with Partial Information: Hamiltonian Approach and Riccati Approach (Q6173819)
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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 |
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Linear-Quadratic Large-Population Problem with Partial Information: Hamiltonian Approach and Riccati Approach (English)
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13 July 2023
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mean-field game
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forward-backward stochastic differential equation
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Riccati equation
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control constrained
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partial information
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\(\varepsilon\)-Nash equilibrium
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