Decentralized strategies for finite population linear-quadratic-Gaussian games and teams

DOI10.1016/j.automatica.2022.110789OpenAlexW4311777802MaRDI QIDQ2682327

Bing-Chang Wang, Yong Liang, Huan-Shui Zhang, Fu, Minyue

Publication date: 31 January 2023

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2206.05754

zbMATH Keywords

finite populationmean-field gamedecentralized Nash equilibriumnon-standard FBSDEweighted cost

Mathematics Subject Classification ID

Decentralized systems (93A14) Applications of stochastic analysis (to PDEs, etc.) (60H30) Mean field games and control (49N80) Mean field games (aspects of game theory) (91A16)

Related Items

Mean-Field Approximations for Stochastic Population Processes with Heterogeneous Interactions

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