Linear Quadratic Mean Field Games:Decentralized O(1/N)-Nash Equilibria  

作　　者：HUANG Minyi YANG Xuwei 

机构地区：[1]School of Mathematics and Statistics,Carleton University,Ottawa,ON K1S 5B6,Canada.

出　　处：《Journal of Systems Science & Complexity》2021年第5期2003-2035,共33页系统科学与复杂性学报（英文版）

基　　金：Natural Sciences and Engineering Research Council(NSERC)of Canada。

摘　　要：This paper studies an asymptotic solvability problem for linear quadratic(LQ)mean field games with controlled diffusions and indefinite weights for the state and control in the costs.The authors employ a rescaling approach to derive a low dimensional Riccati ordinary differential equation(ODE)system,which characterizes a necessary and sufficient condition for asymptotic solvability.The rescaling technique is further used for performance estimates,establishing an O(1/N)-Nash equilibrium for the obtained decentralized strategies.

关 键 词：Asymptotic solvability decentralized strategies ε-Nash equilibria linear quadratic mean field games Riccati equations 

分 类 号：O225[理学—运筹学与控制论]