Linear-Quadratic-Gaussian Mixed Mean-Field Games with Heterogeneous Input Constraints
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Publication:4578001
DOI10.1137/17M1151420zbMath1416.91040arXiv1710.02916OpenAlexW2963952936WikidataQ129429973 ScholiaQ129429973MaRDI QIDQ4578001
Ying Hu, Tianyang Nie, Jianhui Huang
Publication date: 7 August 2018
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1710.02916
forward-backward stochastic differential equationprojection operator\(\varepsilon\)-Nash equilibriuminput constraintlinear-quadratic mixed mean-field game
Noncooperative games (91A10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Differential games (aspects of game theory) (91A23) Optimal stochastic control (93E20) Stochastic games, stochastic differential games (91A15)
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