Discrete-time linear-quadratic mean-field-type repeated games: Perfect, incomplete, and imperfect information

Keyphrases

• Control Input 100%
• Cost Function 50%
• Decision Maker 50%
• Discrete-time 100%
• Imperfect Information 100%
• Imperfect Knowledge 50%
• Incomplete Information 100%
• Information Structure 50%
• Linear Quadratic 100%
• Mean Field 50%
• Mean-field Type 100%
• Nonoperative 50%
• Numerical Examples 50%
• Perfect Information 100%
• Perfect Knowledge 50%
• Price of Anarchy 50%
• Quadratic Mean 100%
• Repeated Games 100%
• Semi-explicit Solution 50%
• State Dynamics 50%
• State Observation 50%
• Stochastic Difference Equations 50%
• System Control 50%
• System State 50%

Mathematics

• Arbitrary Number 50%
• Cost Function 50%
• Decision Maker 50%
• Difference Equation 50%
• Discrete Time 100%
• Explicit Solution 50%
• Information Structure 50%
• Numerical Example 50%
• Observation State 50%
• Repeated Game 100%
• Stochastics 50%
• System State 50%
• Variance 50%

Economics, Econometrics and Finance

• Cost Function 50%
• Repeated Games 100%