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This paper studies a linear-quadratic mean-field game of stochastic large-population system, where the large-population system satisfies a class of $N$ weakly coupled linear backward stochastic differential equation.
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X. Li, J. Sun and J. Xiong, Linear quadratic optimal control problems for mean-field backward stochastic differential equations, Appl. Math. Optim
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M. Huang and M. Zhou, Linear quadratic mean field games: Asymptotic solvability and relation to the fixed point approach, IEEE Trans. Automat. Control
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A. Bensoussan, X. Feng and J. Huang, Linear-quadratic-Gaussian mean-field-game with partial observation and common noise, Math. Control Relat. Fields
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J. Huang, S. Wang and Z. Wu, Backward mean-field linear-quadratic-Gaussian (LQG) games: Full and partial information, IEEE Trans. Automat. Control
2016
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J. Huang and M. Huang, Robust mean field linear-quadratic-Gaussian games with unknown L 2 L^{2} -disturbance, SIAM J. Control Optim
2017
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J. Moon and T. Başar, Linear quadratic risk-sensitive and robust mean field games, IEEE Trans. Automat. Control
2017
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B. Wang and J. Zhang, Social optima in mean field linear-quadratic-Gaussian models with Markov jump parameters, SIAM J. Control Optim
2017
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K. Du, J. Huang and Z. Wu, Linear-quadratic mean-field-game of backward stochastic differential systems, Math. Control Relat. Fields
2018
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M. Li and Z. Wu, Backward Linear-Quadratic mean field social optima with partial information, Commun. Math. Stat
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X. Feng, J. Huang and S. Wang, Social optima of backward linear-quadratic-Gaussian mean-field teams, Appl. Math. Optim
2021
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B. Wang, H. Zhang and J. Zhang, Linear quadratic mean field social control with common noise: A directly decoupling method, Automatica
2022
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P. Huang, G. Wang, W. Wang and Y. Wang, A linear-quadratic mean-field game of backward stochastic differential equation with partial information and common noise, Appl. Math. Comput
2023
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X. Feng and L. Wang, Stackelberg equilibrium with social optima in linear-quadratic-Gaussian mean-field system, Math. Control Relat. Fields
2024
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B. Wang, Leader-follower mean field LQ games: A direct method, Asian J. Control
2024
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