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- W809770233 abstract "We consider the dynamic optimization of large-population system with partial information. The associated mean-field game is formulated, and its consistency condition is equivalent to the wellposedness of some Riccati equation system. The limiting state-average is represented by a mean-field stochastic differential equation driven by the common Brownian motion. The decentralized strategies with partial information are obtained, and the approximate Nash equilibrium is verified." @default.
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- W809770233 date "2015-05-06" @default.
- W809770233 modified "2023-10-17" @default.
- W809770233 title "Dynamic Optimization of Large-Population Systems with Partial Information" @default.
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