Explicit solutions of some linear-quadratic mean field games

Networks and Heterogeneous Media

Volumn 7, Issue 2, 2012, Pages 243-261

  Bardi, Martino ^a  

^a UNIVERSITY OF PADOVA   (Italy)

Author keywords

Differential games; Linear quadratic problems; Mean field games; Models of population distribution; Stochastic control

Indexed keywords

COST FUNCTIONALS; DIFFERENTIAL GAMES; EXPLICIT SOLUTIONS; HAMILTON-JACOBI-BELLMAN; LINEAR-QUADRATIC PROBLEMS; MEAN FIELD GAMES; MEAN FIELD MODELS; STOCHASTIC CONTROL;

DIFFERENTIAL EQUATIONS; LINEAR SYSTEMS; MEAN FIELD THEORY; POPULATION DISTRIBUTION; WHITE NOISE;

GAME THEORY;

EID: 84865608369     PISSN: 15561801     EISSN: 1556181X     Source Type: Journal    
DOI: 10.3934/nhm.2012.7.243     Document Type: Article

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