Robust Mean Field Linear-Quadratic-Gaussian Games with Unknown L2-Disturbance

  title={Robust Mean Field Linear-Quadratic-Gaussian Games with Unknown L2-Disturbance},
  author={Jianhui Huang and Minyi Huang},
  journal={SIAM J. Control. Optim.},
This paper considers a class of mean field linear-quadratic-Gaussian games with model uncertainty. The drift term in the dynamics of the agents contains a common unknown function. We take a robust ... 

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