Linear-quadratic-Gaussian mean-field-game with partial observation and common noise
From MaRDI portal
(Redirected from Publication:829005)
Recommendations
- A linear-quadratic mean-field game of backward stochastic differential equation with partial information and common noise
- Mean Field Games with Partial Observation
- Linear-quadratic-Gaussian mixed mean-field games with heterogeneous input constraints
- Mean field game theory with a partially observed major agent
- \(\epsilon\)-Nash mean-field games for general linear-quadratic systems with applications
Cites work
- scientific article; zbMATH DE number 3718234 (Why is no real title available?)
- scientific article; zbMATH DE number 54145 (Why is no real title available?)
- scientific article; zbMATH DE number 3505708 (Why is no real title available?)
- scientific article; zbMATH DE number 1325009 (Why is no real title available?)
- scientific article; zbMATH DE number 5217550 (Why is no real title available?)
- A Linear-Quadratic Optimal Control Problem of Forward-Backward Stochastic Differential Equations With Partial Information
- Differential game models of advertising competition
- Dynamic optimization of large-population systems with partial information
- Explicit solutions of some linear-quadratic mean field games
- Forward-backward stochastic differential equations and their applications
- Kalman-Bucy filtering equations of forward and backward stochastic systems and applications to recursive optimal control problems
- Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
- Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria
- Large-population LQG games involving a major player: the Nash certainty equivalence principle
- Linear-quadratic mean field games
- Linear-quadratic-Gaussian mixed games with continuum-parametrized minor players
- Linear-quadratic-Gaussian mixed mean-field games with heterogeneous input constraints
- Markov Perfect Industry Dynamics With Many Firms
- Mean field games
- Mean field games and mean field type control theory
- Mean field games and systemic risk
- Modeling crowd dynamics by the mean-field limit approach
- Nash, Social and Centralized Solutions to Consensus Problems via Mean Field Control Theory
- Nonlinear Filtering Theory for McKean--Vlasov Type Stochastic Differential Equations
- On the Separation Theorem of Stochastic Control
- On the relationship between Nash—Cournot and Wardrop equilibria
- Probabilistic analysis of mean-field games
- Probabilistic theory of mean field games with applications II. Mean field games with common noise and master equations
- Risk-Sensitive Mean-Field Games
- Self-enforcing collusion in large dynamic markets
- Synchronization of Coupled Oscillators is a Game
- Uplink Power Adjustment in Wireless Communication Systems: A Stochastic Control Analysis
Cited in
(20)- A class of optimal control problems of forward-backward systems with input constraint
- Linear-quadratic-Gaussian mixed mean-field games with heterogeneous input constraints
- Partially observed mean-field game and related mean-field forward-backward stochastic differential equation
- Incomplete information mean-field games and related Riccati equations
- Exploratory LQG mean field games with entropy regularization
- Partially-observed decentralized optimal control for large population two-wheeled vehicles: a differential game approach
- Linear-quadratic mean-field game for stochastic systems with partial observation
- Mean Field Games with Partial Observation
- Mean field game theory with a partially observed major agent
- Mean field games with heterogeneous groups: application to banking systems
- Second-order necessary condition for partially observed stochastic system with random jumps
- Mean-field games for multiagent systems with multiplicative noises
- Discrete-time mean field partially observable controlled systems subject to common noise
- A linear-quadratic mean-field game of backward stochastic differential equation with partial information and common noise
- Extended mean-field control problem with partial observation
- Linear-Quadratic Large-Population Problem with Partial Information: Hamiltonian Approach and Riccati Approach
- Secure discrete-time linear-quadratic mean-field games
- Robust Mean Field Linear-Quadratic-Gaussian Games with Unknown $L^2$-Disturbance
- Linear-Quadratic Gaussian Dynamic Games with a Control-Sharing Information Pattern
- scientific article; zbMATH DE number 4079202 (Why is no real title available?)
This page was built for publication: Linear-quadratic-Gaussian mean-field-game with partial observation and common noise
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q829005)
