28-31 août 2018
Angers - France
Fuseau horaire Europe/Paris

Linear-Quadratic-Gaussian Mixed Games with Input Constraint Involving Major Agent and Heterogeneous Minor Agents

29 août 2018 à 18:00
30m
Angers - France

Angers - France

Orateur

Jianhui Huang (Hong kong Polytechnic University)

Description

We consider a class of linear-quadratic-Gaussian mean-field games with a major agent and considerable heterogeneous minor agents with mean-field interactions. The individual admissible controls are constrained in closed convex subsets of the full space. The decentralized strategies for individual agents and the consistency condition system are represented in an unified manner via a class of mean-field forward-backward stochastic differential equation involving projection operators. The well-posedness of consistency condition system is established and the related ε−Nash equilibrium property is also verified.

Documents de présentation

Aucun document.
Your browser is out of date!

Update your browser to view this website correctly. Update my browser now

×