Linear-quadratic mean field games with a major player: Nash certainty equivalence versus master equations.
Minyi HuangPublished in: Commun. Inf. Syst. (2021)
Keyphrases
- linear quadratic
- nash equilibrium
- optimal control
- nash equilibria
- game theory
- closed loop
- vector valued
- game play
- repeated games
- dynamical systems
- game theoretic
- imperfect information
- pure nash equilibria
- gaussian model
- stochastic games
- boolean games
- markov random field
- video games
- computer games
- control system
- mathematical model
- dynamic programming
- pairwise