Linear-quadratic mean-field-type difference games with coupled affine inequality constraints.

Partha Sarathi Mohapatra Puduru Viswanadha Reddy

Published in: CoRR (2023)

Keyphrases

inequality constraints
linear quadratic
nonlinear programming
constrained optimization
interior point methods
equality constraints
bayesian inference
markov random field
closed loop
optimal control
multiscale
search space
probabilistic model
linear programming
game theory
convex optimization