| Abstract: |
| We investigate an indefinite linear-quadratic partially observed large population system with common noise, where both the state-average and control-average are considered. All weighting matrices in the cost functional can be indefinite. We obtain the decentralized optimal strategies by the Hamiltonian approach and demonstrate the well-posedness of Hamiltonian system by virtue of relaxed compensator. The related Consistency Condition and the feedback form of decentralized optimal strategies are derived. Moreover, we prove that the decentralized optimal strategies are $\varepsilon$-Nash equilibrium by using the relaxed compensator. The talk is based on the joint work with Dr, Tian Chen and Prof. Zhen Wu. |
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