Linear Quadratic Mean Field Games: Decentralized O(1/N)-Nash Equilibria.
Minyi HuangXuwei YangPublished in: J. Syst. Sci. Complex. (2021)
Keyphrases
- nash equilibria
- linear quadratic
- incomplete information
- stochastic games
- game theory
- optimal control
- closed loop
- fictitious play
- vector valued
- pure strategy
- nash equilibrium
- game theoretic
- dynamical systems
- solution concepts
- cooperative
- markov random field
- gaussian model
- multi agent
- real time
- infinite horizon
- dynamic programming
- autonomous agents
- em algorithm