Mean field stochastic linear quadratic games for continuum-parameterized multi-agent systems

DOI10.1016/j.jfranklin.2018.05.003zbMath1395.91032OpenAlexW2807125569WikidataQ129729233 ScholiaQ129729233MaRDI QIDQ1661837

Zongze Wu, Zhi-Peng Li, Fu, Minyue, Huan-Shui Zhang

Publication date: 17 August 2018

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfranklin.2018.05.003

zbMATH Keywords

continuum-parameterized multi-agent systemsdecentralized control lawsmean field stochastic linear quadratic games

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Decentralized systems (93A14) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Stochastic games, stochastic differential games (91A15) Agent technology and artificial intelligence (68T42)

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Infinite horizon multiobjective optimal control of stochastic cooperative linear-quadratic dynamic difference games ⋮ Mean‐field games for multiagent systems with multiplicative noises

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