Linear-Quadratic Time-Inconsistent Mean Field Games

Dynamic Games and Applications

Volumn 3, Issue 4, 2013, Pages 537-552

  Bensoussan, A ^a,b,c   Sung, K C J ^d   Yam, S C P ^e  

^a UNIVERSITY OF TEXAS AT DALLAS   (United States)

^b CITY UNIVERSITY OF HONG KONG   (Hong Kong)

^c Ajou University   (South Korea)

^d UNIVERSITY OF HONG KONG   (Hong Kong)

^e CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Adjoint equations; Banach fixed point theorem; Linear quadratic type; Mean field games; Time inconsistent stochastic control problems

Indexed keywords

EID: 84887542469     PISSN: 21530785     EISSN: 21530793     Source Type: Journal    
DOI: 10.1007/s13235-013-0090-y     Document Type: Article

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