Linear-Quadratic Mean Field Games with Common Noise: A Direct Approach

MaRDI QIDQ7188492arXivFDO

Authors Wenyu Cong, Jingtao Shi, Bing-Chang Wang

Publication date 2025

Published in arXiv

Mathematics Subject Classification ID

Optimality conditions for problems involving randomness (49K45) Differential games and control (49N70) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Differential games (aspects of game theory) (91A23) Optimal stochastic control (93E20)

arXiv classification

math.OC

This page was built for publication: Linear-Quadratic Mean Field Games with Common Noise: A Direct Approach

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7188492)