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math.OC2024
Linear Quadratic Mean Field Games under Heterogeneous Erroneous Initial Information
Yuxin Jin, Lu Ren, Wang Yao +1
We study a finite-horizon linear--quadratic mean field game with heterogeneous observations of the initial mean field. These observations may be erroneous and are used by agents to…
math.OC2024
Social optimum of finite mean field games: existence and uniqueness of equilibrium solutions in the finite horizon and stationary solutions in the infinite horizon
Zijia Niu, Sanjin Huang, Lu Ren +2
In this paper, we consider the social optimal problem of discrete time finite state space mean field games (referred to as finite mean field games [1]). Unlike the individual optim…