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math.OC2024
Linear-Quadratic Mean-Field Game for Stochastic Systems with Partial Observation
Min Li, Na Li, Zhen Wu
This paper is concerned with a class of linear-quadratic stochastic large-population problems with partial information, where the individual agent only has access to a noisy observ…
math.OC2023
Incomplete Information Linear-Quadratic Mean-Field Games and Related Riccati Equations
Min Li, Tianyang Nie, Shunjun Wang +1
We study a class of linear-quadratic mean-field games with incomplete information. For each agent, the state is given by a linear forward stochastic differential equation with comm…