Linear-quadratic time-inconsistent mean field games
Year of publication: |
2013
|
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Authors: | Bensoussan, Alain ; Sung, K. C. P. ; Yam, Sheung Chi Phillip |
Published in: |
Dynamic games and applications : DGA. - Boston : Birkhäuser, ISSN 2153-0785, ZDB-ID 2610271-7. - Vol. 3.2013, 4, p. 537-552
|
Subject: | Mean field games | Time-inconsistent stochastic control problems | Adjoint equations | Linear-quadratic type | Banach fixed point theorem | Spieltheorie | Game theory | Kontrolltheorie | Control theory | Zeitkonsistenz | Time consistency | Stochastischer Prozess | Stochastic process |
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