LINEAR-QUADRATIC-GAUSSIAN MEAN-FIELD-GAME WITH PARTIAL OBSERVATION AND COMMON NOISE

Bensoussan, A; Feng, XW; Huang, JH

Feng, XW (corresponding author), Shandong Univ, Zhongtai Secur Inst Financial Studies, Jinan 250100, Shandong, Peoples R China.

MATHEMATICAL CONTROL AND RELATED FIELDS, 2021; 11 (1): 23

Abstract

This paper considers a class of linear-quadratic-Gaussian (LQG) mean-field games (MFGs) with partial observation structure for individual agents. Unli......

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