Linear Quadratic Mean Field Type Control and Mean Field Games with Common Noise, with Application to Production of an Exhaustible Resource

Applied Mathematics and Optimization

Volumn 74, Issue 3, 2016, Pages 459-486

  Graber, P Jameson ^a  

^a BAYLOR UNIVERSITY   (United States)

Author keywords

Exhaustible resource production; Linear quadratic; Mean field games; Mean field type control; Optimal control; Riccati equations

Indexed keywords

DIFFERENTIAL EQUATIONS; NATURAL RESOURCES; STOCHASTIC SYSTEMS;

EXHAUSTIBLE RESOURCES; LINEAR QUADRATIC; MEAN FIELD; MEAN FIELD GAMES; OPTIMAL CONTROLS;

RICCATI EQUATIONS;

EID: 84994762028     PISSN: 00954616     EISSN: 14320606     Source Type: Journal    
DOI: 10.1007/s00245-016-9385-x     Document Type: Article

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