Please use this identifier to cite or link to this item: http://hdl.handle.net/10397/98666
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dc.contributorDepartment of Applied Mathematicsen_US
dc.creatorHuang, Jen_US
dc.creatorWang, Sen_US
dc.date.accessioned2023-05-10T02:00:59Z-
dc.date.available2023-05-10T02:00:59Z-
dc.identifier.issn0022-3239en_US
dc.identifier.urihttp://hdl.handle.net/10397/98666-
dc.language.isoenen_US
dc.publisherSpringer New York LLCen_US
dc.rights© Springer Science+Business Media New York 2015en_US
dc.rightsThis version of the article has been accepted for publication, after peer review (when applicable) and is subject to Springer Nature’s AM terms of use (https://www.springernature.com/gp/open-research/policies/accepted-manuscript-terms), but is not the Version of Record and does not reflect post-acceptance improvements, or any corrections. The Version of Record is available online at: http://dx.doi.org/10.1007/s10957-015-0740-x.en_US
dc.subjectDynamic optimizationen_US
dc.subjectForward–backward stochastic differential equationen_US
dc.subjectLarge-population systemen_US
dc.subjectMean-field gameen_US
dc.subjectPartial informationen_US
dc.titleDynamic optimization of large-population systems with partial informationen_US
dc.typeJournal/Magazine Articleen_US
dc.identifier.spage231en_US
dc.identifier.epage245en_US
dc.identifier.volume168en_US
dc.identifier.issue1en_US
dc.identifier.doi10.1007/s10957-015-0740-xen_US
dcterms.abstractWe 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.en_US
dcterms.accessRightsopen accessen_US
dcterms.bibliographicCitationJournal of optimization theory and applications, Jan. 2016, v. 168, no. 1, p. 231-245en_US
dcterms.isPartOfJournal of optimization theory and applicationsen_US
dcterms.issued2016-01-
dc.identifier.scopus2-s2.0-84954396751-
dc.identifier.eissn1573-2878en_US
dc.description.validate202305 bcchen_US
dc.description.oaAccepted Manuscripten_US
dc.identifier.FolderNumberAMA-0614-
dc.description.fundingSourceRGCen_US
dc.description.pubStatusPublisheden_US
dc.identifier.OPUS6608138-
dc.description.oaCategoryGreen (AAM)en_US
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