• 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
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3216062