Linear-quadratic-Gaussian mean-field-game with partial observation and common noise (Q829005)
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scientific article; zbMATH DE number 7344177
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| default for all languages | No label defined |
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| English | Linear-quadratic-Gaussian mean-field-game with partial observation and common noise |
scientific article; zbMATH DE number 7344177 |
Statements
Linear-quadratic-Gaussian mean-field-game with partial observation and common noise (English)
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5 May 2021
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mean-field games
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\( \epsilon \)-Nash equilibrium
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forward-backward stochastic differential equation
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Kalman filtering
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partial observation
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consistency condition
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0.8643103837966919
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0.8513760566711426
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0.8360735774040222
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0.8354197144508362
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0.8339972496032715
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