Linear Quadratic Mean Field Games: Decentralized O(1/N)-Nash Equilibria
نویسندگان
چکیده
This paper studies an asymptotic solvability problem for linear quadratic (LQ) mean field games with controlled diffusions and indefinite weights the state control in costs. The authors employ a rescaling approach to derive low dimensional Riccati ordinary differential equation (ODE) system, which characterizes necessary sufficient condition solvability. technique is further used performance estimates, establishing O(1/N)-Nash equilibrium obtained decentralized strategies.
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ژورنال
عنوان ژورنال: Journal of Systems Science & Complexity
سال: 2021
ISSN: ['1009-6124', '1559-7067']
DOI: https://doi.org/10.1007/s11424-021-1266-y