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eess.SY2022★ 1 cited
Stationary Cost Nodes in Infinite Horizon LQG-GMFGs
Rinel Foguen Tchuendom, Shuang Gao, Peter E. Caines
An analysis of infinite horizon linear quadratic Gaussian (LQG) Mean Field Games is given within the general framework of Graphon Mean Field Games (GMFG) on dense infinite graphs (…
eess.SY2020★ 28 cited
Linear Quadratic Graphon Field Games
Shuang Gao, Rinel Foguen Tchuendom, Peter E. Caines
Linear quadratic graphon field games (LQ-GFGs) are defined to be LQ games which involve a large number of agents that are weakly coupled via a weighted undirected graph on which ea…