Robust Mean Field Linear-Quadratic-Gaussian Games with Unknown $L^2$-Disturbance
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Publication:5358863
DOI10.1137/15M1014437zbMath1414.91057arXiv1701.00196MaRDI QIDQ5358863
Publication date: 22 September 2017
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1701.00196
Sensitivity (robustness) (93B35) Noncooperative games (91A10) Differential games (aspects of game theory) (91A23) Decentralized systems (93A14) Stochastic games, stochastic differential games (91A15)
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