Discrete-time indefinite mean field linear quadratic games with multiplicative noise
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Cites work
- Asymptotically Optimal Decentralized Control for Large Population Stochastic Multiagent Systems
- Continuous-time mean-variance portfolio selection: a stochastic LQ framework
- Discrete-time indefinite LQ control with state and control dependent noises
- Explicit solutions of some linear-quadratic mean field games
- Large-population LQG games involving a major player: the Nash certainty equivalence principle
- Linear Quadratic Mean Field Games: Asymptotic Solvability and Relation to the Fixed Point Approach
- Linear matrix inequalities, Riccati equations, and indefinite stochastic linear quadratic controls
- Linear-quadratic mean field games
- Linear-quadratic stochastic two-person nonzero-sum differential games: open-loop and closed-loop Nash equilibria
- Mean field games for large-population multiagent systems with Markov jump parameters
- Probabilistic analysis of mean-field games
- Probabilistic theory of mean field games with applications II. Mean field games with common noise and master equations
- Relationship Between Backward Stochastic Differential Equations and Stochastic Controls: A Linear-Quadratic Approach
- Robust Mean Field Linear-Quadratic-Gaussian Games with Unknown $L^2$-Disturbance
- Robust equilibria in indefinite linear-quadratic differential games
- Social optimal mean field control problem for population growth model
- Solvability and asymptotic behavior of generalized Riccati equations arising in indefinite stochastic LQ controls
- Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs
- \(H_\infty\) control for continuous-time mean-field stochastic systems
- \(\epsilon\)-Nash mean field game theory for nonlinear stochastic dynamical systems with major and minor agents
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