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• W3208341769 endingPage "2035" @default.
• W3208341769 startingPage "2003" @default.
• W3208341769 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. The authors 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.
• W3208341769 created "2021-11-08" @default.
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• W3208341769 date "2021-10-01" @default.
• W3208341769 modified "2023-10-17" @default.
• W3208341769 title "Linear Quadratic Mean Field Games: Decentralized O(1/N)-Nash Equilibria" @default.
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• W3208341769 doi "https://doi.org/10.1007/s11424-021-1266-y" @default.
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