Linear-quadratic-Gaussian mean-field-game with partial observation and common noise (Q829005)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear-quadratic-Gaussian mean-field-game with partial observation and common noise |
scientific article |
Statements
Linear-quadratic-Gaussian mean-field-game with partial observation and common noise (English)
0 references
5 May 2021
0 references
mean-field games
0 references
\( \epsilon \)-Nash equilibrium
0 references
forward-backward stochastic differential equation
0 references
Kalman filtering
0 references
partial observation
0 references
consistency condition
0 references
0 references
0 references
0 references
