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).
Bardi, Explicit solutions of some linear-quadratic me an field games, Netw
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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).