$\epsilon$-Nash Equilibria for Major–Minor LQG Mean Field Games With Partial Observations of All Agents

Partially observed major-minor nonlinear and linear quadratic Gaussian (PO MM LQG) mean field game (MFG) systems where the major agent's state is partially by each minor agent, agent completely observes its own have been analyzed in literature. In this article, PO LQG MFG problems with general information patterns are studied has partial observations of state, state. The assumption all agents leads to a new situation involving recursive estimation estimate For case systems, existence ?-Nash equilibria, together individual agents' control laws yielding established via separation principle.