Linear Quadratic Mean Field Type Control and Mean Field Games with Common Noise, with Application to Production of an Exhaustible Resource
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Title
Linear Quadratic Mean Field Type Control and Mean Field Games with Common Noise, with Application to Production of an Exhaustible Resource
Authors
Keywords
Mean field type control, Mean field games, Linear-quadratic, Optimal control, Riccati equations, Exhaustible resource production, 93E20
Journal
APPLIED MATHEMATICS AND OPTIMIZATION
Volume 74, Issue 3, Pages 459-486
Publisher
Springer Nature
Online
2016-11-11
DOI
10.1007/s00245-016-9385-x
References
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