For mean-field LQ games with forward-backward SDE dynamics and convex control constraints, the paper characterizes decentralized strategies through a projection-based consistency-condition FBSDE and claims an ε-Nash equilibrium with rate O(1/√N).
Title resolution pending
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
math.OC 1years
2019 1verdicts
REJECT 1representative citing papers
citing papers explorer
-
Mean Field Game for Linear Quadratic Stochastic Recursive Systems
For mean-field LQ games with forward-backward SDE dynamics and convex control constraints, the paper characterizes decentralized strategies through a projection-based consistency-condition FBSDE and claims an ε-Nash equilibrium with rate O(1/√N).