Linear quadratic mean field game with control input constraint
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Publication:4554120
DOI10.1051/cocv/2017038zbMath1432.49048arXiv1610.05895OpenAlexW2963769350MaRDI QIDQ4554120
Ying Hu, Jianhui Huang, Xun Li
Publication date: 7 November 2018
Published in: ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1610.05895
projection\(\epsilon\)-Nash equilibriumlinear-quadratic constrained controlmean-field forward-backward stochastic differential equation (MF-FBSDE)monotonic condition
Noncooperative games (91A10) Differential games and control (49N70) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Dynamic games (91A25)
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