Linear-Quadratic Mean Field Games

Alain BENSOUSSAN*, K. C. J. SUNG, S. C. P. YAM, S. P. YUNG

*Corresponding author for this work

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    163 Citations (Scopus)
    Original languageEnglish
    Pages (from-to)496-529
    JournalJournal of Optimization Theory and Applications
    Volume162
    Issue number2
    Online published26 Oct 2015
    DOIs
    Publication statusPublished - May 2016

    Research Keywords

    • Mean field games
    • Mean field type stochastic control problems
    • Adjoint

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