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• W3183232237 abstract "This paper studies an asymptotic solvability problem for linear quadratic (LQ) mean field games with controlled diffusions and indefinite weights for the state and control in the costs. We employ a rescaling approach to derive a low dimensional Riccati ordinary differential equation (ODE) system, which characterizes a necessary and sufficient condition for asymptotic solvability. The rescaling technique is further used for performance estimates, establishing an $O(1/N)$-Nash equilibrium for the obtained decentralized strategies." @default.
• W3183232237 created "2021-08-02" @default.
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• W3183232237 date "2021-07-19" @default.
• W3183232237 modified "2023-09-26" @default.
• W3183232237 title "Linear quadratic mean field games: Decentralized $O(1/N)$-Nash equilibria" @default.
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• W3183232237 doi "https://doi.org/10.48550/arxiv.2107.09168" @default.
• W3183232237 hasPublicationYear "2021" @default.
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