Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: $\epsilon$-Nash Equilibria for Major Minor LQG Mean Field Games with
  Partial Observations of All Agents   The partially observed major minor LQG and nonlinear mean field game (PO MM
LQG MFG) systems where it is assumed the major agent's state is partially
observed by each minor agent, and the major agent completely observes its own
state have been analysed in the literature. In this paper, PO MM LQG MFG
problems with general information patterns are studied where (i) the major
agent has partial observations of its own state, and (ii) each minor agent has
partial observations of its own state and the major agent's state. The
assumption of partial observations by all agents leads to a new situation
involving the recursive estimation by each minor agent of the major agent's
estimate of its own state. For a general case of indefinite LQG MFG systems,
the existence of $\epsilon$-Nash equilibria together with the individual
agents' control laws yielding the equilibria are established via the Separation
Principle.

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The categories of this paper are: q-bio
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The categories of this paper are: solv-int
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The categories of this paper are: comp-gas
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The categories of this paper are: dg-ga
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The categories of this paper are: plasm-ph
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The categories of this paper are: hep-lat
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The categories of this paper are: bayes-an
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The categories of this paper are: q-alg
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The categories of this paper are: nucl-th
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The categories of this paper are: astro-ph
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The categories of this paper are: eess
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The categories of this paper are: physics
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The categories of this paper are: hep-th
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The categories of this paper are: hep-ph
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The categories of this paper are: ao-sci
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The categories of this paper are: hep-ex