Linear-quadratic zero-sum mean-field type games: optimality conditions and policy optimization
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Publication:2068797
DOI10.3934/jdg.2021023zbMath1481.91023arXiv2009.00578OpenAlexW3193634099MaRDI QIDQ2068797
Mathieu Laurière, Kenza Hamidouche, Zongjun Tan, René A. Carmona
Publication date: 20 January 2022
Published in: Journal of Dynamics and Games (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2009.00578
Noncooperative games (91A10) Linear-quadratic optimal control problems (49N10) Mean field games and control (49N80) Mean field games (aspects of game theory) (91A16)
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