Linear-quadratic-Gaussian mean-field-game with partial observation and common noise
DOI10.3934/mcrf.2020025zbMath1471.91026OpenAlexW3033636411MaRDI QIDQ829005
Jianhui Huang, Xinwei Feng, Alain Bensoussan
Publication date: 5 May 2021
Published in: Mathematical Control and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/mcrf.2020025
consistency conditionKalman filteringforward-backward stochastic differential equationmean-field gamespartial observation\( \epsilon \)-Nash equilibrium
Applications of stochastic analysis (to PDEs, etc.) (60H30) Linear-quadratic optimal control problems (49N10) Mean field games (aspects of game theory) (91A16)
Related Items (5)
Cites Work
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