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An Addendum to the Problem of Zero-Sum LQ Stochastic Mean-Field Dynamic Games\\ (Extended version)

Authors :
Aberkane, Samir
Dragan, Vasile
Publication Year :
2023

Abstract

In this paper, we first address a linear quadratic mean-field game problem with a leader-follower structure. By adopting a Riccati-type approach, we show how one can obtain a state-feedback representation of the pairs of strategies which achieve an open-loop Stackelberg equilibrium in terms of the global solutions of a system of coupled matrix differential Riccati-type equations. In the second part of this paper, we obtain necessary and sufficient conditions for the solvability of the involved coupled generalized Riccati equations.

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.2302.09609
Document Type :
Working Paper