Open AccessLinear-quadratic-Gaussian mean-field-game with partial observation and common noise
Author(s) -
Alain Bensoussan,
Xinwei Feng,
Jian Huang
Publication year - 2021
Publication title -
mathematical control and related fields
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.658
H-Index - 21
eISSN - 2156-8472
pISSN - 2156-8499
DOI - 10.3934/mcrf.2020025
Subject(s) - mathematics , kalman filter , noise (video) , linear quadratic gaussian control , state (computer science) , gaussian noise , stochastic differential equation , nash equilibrium , gaussian , function (biology) , quadratic equation , mathematical optimization , computer science , statistics , physics , algorithm , optimal control , quantum mechanics , geometry , artificial intelligence , image (mathematics) , evolutionary biology , biology