A unified approach to linear-quadratic-Gaussian mean-field team: homogeneity, heterogeneity and quasi-exchangeability
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Publication:6165241
DOI10.1214/22-aap1878zbMath1515.60187MaRDI QIDQ6165241
Xinwei Feng, Ying Hu, Jianhui Huang
Publication date: 31 July 2023
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-4/A-unified-approach-to-linear-quadratic-Gaussian-mean-field-team/10.1214/22-AAP1878.full
homogeneityexchangeabilityinput constraintsweak dualitymean-field teamcontinuum heterogeneitypartial decentralized information
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Cooperative games (91A12) Applications of stochastic analysis (to PDEs, etc.) (60H30) Dynamic games (91A25)
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