Please use this identifier to cite or link to this item: http://hdl.handle.net/10397/79608
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Title: Linear quadratic mean field game with control input constraint
Authors: Hu, Y
Huang, J 
Li, X 
Issue Date: Apr-2018
Source: ESAIM. Control, optimisation and calculus of variations, Apr.-June 2018, v. 24, no. 2, p. 901-919
Abstract: In this paper, we study a class of linear-quadratic (LQ) mean-field games in which the individual control process is constrained in a closed convex subset F of full space R-m. The decentralized strategies and consistency condition are represented by a class of mean-field forward-backward stochastic differential equation (MF-FBSDE) with projection operators on F. The wellposedness of consistency condition system is obtained using the monotonicity condition method. The related is an element of-Nash equilibrium property is also verified.
Keywords: Is an element of-Nash equilibrium
Mean-field forward-backward stochastic differential equation (MF-FBSDE)
Linear quadratic constrained control
Projection
Monotonic condition
Publisher: EDP Sciences
Journal: ESAIM. Control, optimisation and calculus of variations 
ISSN: 1292-8119
EISSN: 1262-3377
DOI: 10.1051/cocv/2017038
Rights: © EDP Sciences, SMAI 2018
This is the accepted manuscript of the following article: Hu, Y., Huang, J., & Li, X. (2018). Linear quadratic mean field game with control input constraint. ESAIM: Control, Optimisation and Calculus of Variations, 24(2), 901-919. https://doi.org/10.1051/cocv/2017038
The original publication is available at www.esaim-cocv.org.
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