Abstract:This paper presents a successive approximation method for decentralized strategy design in the large‐scale linear quadratic (LQ) Gaussian game. The strategy consists of transforming the original mean field game (MFG) problem into solving decoupled ordinary differential equations (ODEs) whose numerical solutions are obtained by a new two‐loop iteration algorithm. It should be noted that we employ the augmented model technique and the LQ framework to derive these low‐dimensional solvable ODEs, which is the corne… Show more
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.