线性二次平均场博弈的最新结果

K. Sung
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引用次数: 1

摘要

在这篇文章中,我们将通过伴随方程的方法给出具有时滞耦合项的线性二次平均场博弈的最新进展。与HJB方程方法相比,伴随方程方法的新颖之处在于它可以为平衡策略的唯一存在提供延迟相关的充分条件,并且在标量情况下提供了更宽松的条件。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Recent results in linear-quadratic mean field games
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.
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