1. LINEAR-QUADRATIC-GAUSSIAN MIXED MEAN-FIELD GAMES WITH HETEROGENEOUS INPUT CONSTRAINTS.
- Author
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YING HU, JIANHUI HUANG, and TIANYANG NIE
- Subjects
- *
ARTIFICIAL intelligence , *MATHEMATICAL analysis , *NUMERICAL analysis , *GAUSSIAN beams , *GAUSSIAN processes - Abstract
We consider a class of linear-quadratic-Gaussian mean-field games having a major agent and numerous heterogeneous minor agents in the presence of mean-field interactions. The individual admissible controls are constrained in closed convex subsets Γk of Rm. The decentralized strategies of individual agents and the consistency condition system are represented in a unified manner through a class of mean-field forward-backward stochastic differential equations involving projection operators on Γk . The well-posedness of the consistency system is established in both the local and global cases through the contraction mapping and discounting methods, respectively. A related ε -Nash-equilibrium property is also verified. [ABSTRACT FROM AUTHOR]
- Published
- 2018
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