We undertake in this chapter a comprehensive study of mean-field and mean-field-type differential games with linear dynamics and quadratic (as well as exponential of quadratic) cost functions for the decision-makers. The chapter is composed of ten main sections.

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Linear-Quadratic Mean-Field and Mean-Field-Type Differential Games

  • Tamer Başar,
  • Boualem Djehiche,
  • Hamidou Tembine

摘要

We undertake in this chapter a comprehensive study of mean-field and mean-field-type differential games with linear dynamics and quadratic (as well as exponential of quadratic) cost functions for the decision-makers. The chapter is composed of ten main sections.