Please use this identifier to cite or link to this item: http://hdl.handle.net/10397/79608
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dc.contributorDepartment of Applied Mathematicsen_US
dc.creatorHu, Yen_US
dc.creatorHuang, Jen_US
dc.creatorLi, Xen_US
dc.date.accessioned2018-12-21T07:12:45Z-
dc.date.available2018-12-21T07:12:45Z-
dc.identifier.issn1292-8119en_US
dc.identifier.urihttp://hdl.handle.net/10397/79608-
dc.language.isoenen_US
dc.publisherEDP Sciencesen_US
dc.rights© EDP Sciences, SMAI 2018en_US
dc.rightsThe original publication is available at https://www.esaim-cocv.org/.en_US
dc.rightsThe 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 is available at https://doi.org/10.1051/cocv/2017038.en_US
dc.subjectIs an element of-Nash equilibriumen_US
dc.subjectMean-field forward-backward stochastic differential equation (MF-FBSDE)en_US
dc.subjectLinear quadratic constrained controlen_US
dc.subjectProjectionen_US
dc.subjectMonotonic conditionen_US
dc.titleLinear quadratic mean field game with control input constrainten_US
dc.typeJournal/Magazine Articleen_US
dc.identifier.spage901en_US
dc.identifier.epage919en_US
dc.identifier.volume24en_US
dc.identifier.issue2en_US
dc.identifier.doi10.1051/cocv/2017038en_US
dcterms.abstractIn 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.en_US
dcterms.accessRightsopen accessen_US
dcterms.bibliographicCitationESAIM. Control, optimisation and calculus of variations, Apr.-June 2018, v. 24, no. 2, p. 901-919en_US
dcterms.isPartOfESAIM. Control, optimisation and calculus of variationsen_US
dcterms.issued2018-04-
dc.identifier.isiWOS:000435396800021-
dc.identifier.scopus2-s2.0-85048733153-
dc.identifier.eissn1262-3377en_US
dc.identifier.rosgroupid2017001724-
dc.description.ros2017-2018 > Academic research: refereed > Publication in refereed journalen_US
dc.description.validate201812 bcrcen_US
dc.description.oaVersion of Recorden_US
dc.identifier.FolderNumberAMA-0389-
dc.description.fundingSourceRGCen_US
dc.description.fundingSourceOthersen_US
dc.description.fundingTextPolyUen_US
dc.description.pubStatusPublisheden_US
dc.identifier.OPUS6846371-
dc.description.oaCategoryVoR alloweden_US
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