Mean-Field Linear-Quadratic-Gaussian (LQG) Games for Stochastic Integral Systems
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Publication:2980425
DOI10.1109/TAC.2015.2506620zbMath1359.91008arXiv1308.1738OpenAlexW1480180679MaRDI QIDQ2980425
Jianhui Huang, Xun Li, Tian Xiao Wang
Publication date: 3 May 2017
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1308.1738
Differential games (aspects of game theory) (91A23) Stochastic games, stochastic differential games (91A15)
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