Linear quadratic mean field type control and mean field games with common noise, with application to production of an exhaustible resource
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Publication:520345
DOI10.1007/s00245-016-9385-xzbMath1359.93534arXiv1607.02130OpenAlexW2468041409MaRDI QIDQ520345
Publication date: 3 April 2017
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1607.02130
optimal controlRiccati equationsmean field gamesmean field type controllinear-quadraticexhaustible resource production
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