Linear quadratic mean field game with control input constraint
Linear quadratic mean field game with control input constraint
In this paper, we study a class of linear-quadratic (LQ) mean-field games in which the individual control process is constrained in a closed convex subset Γ of full space ℝ m . The decentralized strategies and consistency condition are represented by a class of mean-field forward-backward stochastic differential equation (MF-FBSDE) …