Linear-quadratic-Gaussian mean-field-game with partial observation and common noise
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Publication:829005
DOI10.3934/MCRF.2020025zbMATH Open1471.91026OpenAlexW3033636411MaRDI QIDQ829005FDOQ829005
Authors: Alain Bensoussan, Xinwei Feng, Jianhui Huang 
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
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Cited In (20)
- Mean Field Games with Partial Observation
- Exploratory LQG mean field games with entropy regularization
- Title not available (Why is that?)
- Linear-quadratic-Gaussian mixed mean-field games with heterogeneous input constraints
- Secure discrete-time linear-quadratic mean-field games
- Linear-Quadratic Large-Population Problem with Partial Information: Hamiltonian Approach and Riccati Approach
- A class of optimal control problems of forward-backward systems with input constraint
- Partially observed mean-field game and related mean-field forward-backward stochastic differential equation
- Mean-field games for multiagent systems with multiplicative noises
- Discrete-time mean field partially observable controlled systems subject to common noise
- Extended mean-field control problem with partial observation
- Partially-observed decentralized optimal control for large population two-wheeled vehicles: a differential game approach
- Incomplete information mean-field games and related Riccati equations
- Linear-quadratic mean-field game for stochastic systems with partial observation
- Mean field games with heterogeneous groups: application to banking systems
- Linear-Quadratic Gaussian Dynamic Games with a Control-Sharing Information Pattern
- Robust Mean Field Linear-Quadratic-Gaussian Games with Unknown $L^2$-Disturbance
- Second-order necessary condition for partially observed stochastic system with random jumps
- A linear-quadratic mean-field game of backward stochastic differential equation with partial information and common noise
- Mean field game theory with a partially observed major agent
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