Linear-Quadratic-Gaussian mixed games with continuum-parametrized minor players

SIAM Journal on Control and Optimization

Volumn 50, Issue 5, 2012, Pages 2907-2937

  Nguyen, Son Luu ^a   Huang, Minyi ^a  

^a CARLETON UNIVERSITY   (Canada)

Author keywords

Decentralized control; Differential games; Mean field models; Mixed players; Nash equilibria

Indexed keywords

CONSISTENCY REQUIREMENTS; CONTROL PROBLEMS; DIFFERENTIAL GAMES; EQUILIBRIUM PROPERTIES; FINITE POPULATION; INITIAL STATE; LINEAR QUADRATIC GAUSSIAN; MEAN FIELD; MEAN FIELD APPROXIMATION; MEAN FIELD MODELS; MIXED PLAYERS; NASH EQUILIBRIA; OPTIMAL CONTROL PROBLEM; RANDOM COEFFICIENTS;

BROWNIAN MOVEMENT; DECENTRALIZED CONTROL; MEAN FIELD THEORY; OPTIMAL CONTROL SYSTEMS; TELECOMMUNICATION NETWORKS;

GAME THEORY;

EID: 84868369828     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/110841217     Document Type: Conference Paper

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