Convex analysis for LQG systems with applications to major-minor LQG mean-field game systems
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Publication:2203457
DOI10.1016/j.sysconle.2020.104734zbMath1451.91015arXiv1810.07551OpenAlexW3038247543MaRDI QIDQ2203457
Dena Firoozi, Sebastian Jaimungal, Peter E. Caines
Publication date: 7 October 2020
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1810.07551
Convex programming (90C25) Linear-quadratic optimal control problems (49N10) Mean field games and control (49N80) Mean field games (aspects of game theory) (91A16)
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