A linear-quadratic mean-field game of backward stochastic differential equation with partial information and common noise
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Publication:2698194
DOI10.1016/J.AMC.2023.127899OpenAlexW4320402581MaRDI QIDQ2698194
Wencan Wang, Yu Wang, Guangchen Wang, Pengyan Huang
Publication date: 21 April 2023
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2023.127899
backward stochastic differential equationoptimal filterlarge-population systemmean-field game\( \epsilon \)-Nash equilibrium
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