DocumentCode :
3216062
Title :
Recent results in linear-quadratic mean field games
Author :
Sung, K.C.J.
Author_Institution :
Dept. of Stat. & Actuarial Sci., Univ. of Hong Kong, Hong Kong, China
fYear :
2013
fDate :
2-4 Dec. 2013
Firstpage :
30
Lastpage :
35
Abstract :
In this article, we will present the recent development of the Linear-Quadratic Mean Field Games with a time-delay coupling term through the adjoint equation approach. In comparison to the HJB equation approach, the novelty of the adjoint equation approach is that it can provide delay-dependent sufficient conditions for the unique existence of the equilibrium strategy and more relaxed conditions in the scalar case.
Keywords :
delays; differential games; partial differential equations; stochastic games; HJB equation approach; adjoint equation approach; delay-dependent sufficient conditions; equilibrium strategy; linear-quadratic mean field games; time-delay coupling term; Couplings; Equations; Games; Lakes; Moon; Sun; Trajectory;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Automatic Control Conference (CACS), 2013 CACS International
Conference_Location :
Nantou
Print_ISBN :
978-1-4799-2384-7
Type :
conf
DOI :
10.1109/CACS.2013.6734102
Filename :
6734102
Link To Document :
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