LQG mean-field games with ergodic cost

Proceedings of the IEEE Conference on Decision and Control

Volumn , Issue , 2013, Pages 2493-2498

  Bardi, Martino ^a   Priuli, Fabio S ^b  

^a UNIVERSITY OF PADOVA   (Italy)

^b UNIVERSITY OF ROME TOR VERGATA   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTATIONAL COMPLEXITY; GAUSSIAN DISTRIBUTION; STOCHASTIC SYSTEMS;

ADMISSIBLE CONTROL; EXISTENCE AND UNIQUENESS; HAMILTON JACOBI BELLMAN; LONG-TIME AVERAGE COSTS; QUADRATIC GAUSSIAN; STOCHASTIC DIFFERENTIAL GAME; SYLVESTER EQUATION; SYMMETRY CONDITIONS;

RICCATI EQUATIONS;

EID: 84902324370     PISSN: 07431546     EISSN: 25762370     Source Type: Conference Proceeding    
DOI: 10.1109/CDC.2013.6760255     Document Type: Conference Paper

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