Incomplete information mean-field games and related Riccati equations (Q6655797)
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scientific article; zbMATH DE number 7960842
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| English | Incomplete information mean-field games and related Riccati equations |
scientific article; zbMATH DE number 7960842 |
Statements
Incomplete information mean-field games and related Riccati equations (English)
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27 December 2024
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common noise
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forward-backward stochastic differential equation
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mean-field game
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incomplete information
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Riccati equation
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\(\varepsilon\)-Nash equilibrium
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0.8299782872200012
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0.82896488904953
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0.8276140093803406
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0.8130131959915161
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0.8103678226470947
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