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dc.contributorDepartment of Applied Mathematicsen_US
dc.creatorZhang, Len_US
dc.creatorLi, Xen_US
dc.date.accessioned2022-08-03T01:24:08Z-
dc.date.available2022-08-03T01:24:08Z-
dc.identifier.issn0167-6911en_US
dc.identifier.urihttp://hdl.handle.net/10397/93900-
dc.language.isoenen_US
dc.publisherElsevieren_US
dc.rights© 2019 Elsevier B.V. All rights reserved.en_US
dc.rights© 2019. This manuscript version is made available under the CC-BY-NC-ND 4.0 license https://creativecommons.org/licenses/by-nc-nd/4.0/en_US
dc.rightsThe following publication Zhang, L., & Li, X. (2019). Mean field game for linear–quadratic stochastic recursive systems. Systems & Control Letters, 134, 104544 is available at https://doi.org/10.1016/j.sysconle.2019.104544en_US
dc.subjectLinear–quadratic constrained controlen_US
dc.subjectMean-field forward–backward stochastic differential equation (MF-FBSDE)en_US
dc.subjectMonotonic conditionen_US
dc.subjectProjectionen_US
dc.subjectϵ-Nash equilibriumen_US
dc.titleMean field game for linear–quadratic stochastic recursive systemsen_US
dc.typeJournal/Magazine Articleen_US
dc.identifier.volume134en_US
dc.identifier.doi10.1016/j.sysconle.2019.104544en_US
dcterms.abstractThis paper focuses on linear–quadratic (LQ for short) mean-field games described by forward–backward stochastic differential equations (FBSDEs for short), in which the individual control region is postulated to be convex. The decentralized strategies and consistency condition are represented by a kind of coupled mean-field FBSDEs with projection operators. The well-posedness of consistency condition system is obtained using the monotonicity condition method. The ϵ-Nash equilibrium property is discussed as well.en_US
dcterms.accessRightsopen accessen_US
dcterms.bibliographicCitationSystems and control letters, Dec. 2019, v. 134, 104544en_US
dcterms.isPartOfSystems and control lettersen_US
dcterms.issued2019-12-
dc.identifier.scopus2-s2.0-85072603906-
dc.identifier.artn104544en_US
dc.description.validate202208 bcfcen_US
dc.description.oaAccepted Manuscripten_US
dc.identifier.FolderNumberAMA-0241-
dc.description.fundingSourceRGCen_US
dc.description.fundingSourceOthersen_US
dc.description.fundingTextPolyUen_US
dc.description.pubStatusPublisheden_US
dc.identifier.OPUS23735665-
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