Linear quadratic mean field type control and mean field games with common noise, with application to production of an exhaustible resource (Q520345): Difference between revisions

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English	Linear quadratic mean field type control and mean field games with common noise, with application to production of an exhaustible resource	scientific article

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instance of

scholarly article

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title

Linear quadratic mean field type control and mean field games with common noise, with application to production of an exhaustible resource (English)

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Applied Mathematics and Optimization

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publication date

3 April 2017

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full work available at URL

https://arxiv.org/abs/1607.02130

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zbMATH Keywords

mean field type control

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mean field games

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linear-quadratic

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optimal control

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Riccati equations

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exhaustible resource production

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MaRDI profile type

MaRDI publication profile

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cites work

Mean Field Games: Numerical Methods

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Partial differential equation models in macroeconomics

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Mean Field Games: Numerical Methods for the Planning Problem

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Wellposedness of Mean Field Games with Common Noise under a Weak Monotonicity Condition

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Explicit solutions of some linear-quadratic mean field games

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Asymptotically Optimal Decentralized Control for Large Population Stochastic Multiagent Systems

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Indefinite Mean-Field Stochastic Linear-Quadratic Optimal Control

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Mean Field Games and Mean Field Type Control Theory

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On the interpretation of the master equation

0 references

Linear-quadratic mean field games

0 references

Mean-field backward stochastic differential equations: A limit approach

0 references

Mean-field backward stochastic differential equations and related partial differential equations

0 references

Partial differential equation models in the socio-economic sciences

0 references

Social Optima in Mean Field LQG Control: Centralized and Decentralized Strategies

0 references

Long time average of first order mean field games and weak KAM theory

0 references

Mean field games systems of first order

0 references

The Master Equation and the Convergence Problem in Mean Field Games

0 references

Second order mean field games with degenerate diffusion and local coupling

0 references

First Order Mean Field Games with Density Constraints: Pressure Equals Price

0 references

Probabilistic Analysis of Mean-Field Games

0 references

The Master Equation for Large Population Equilibriums

0 references

Control of McKean-Vlasov dynamics versus mean field games

0 references

Mean field games with common noise

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Forward-backward stochastic differential equations and controlled McKean-Vlasov dynamics

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Bertrand and Cournot mean field games

0 references

Fracking, Renewables, and Mean Field Games

0 references

Socio-economic applications of finite state mean field games

0 references

Mean field games models -- a brief survey

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Optimal control of first-order Hamilton-Jacobi equations with linearly bounded Hamiltonian

0 references

Existence and uniqueness of solutions for Bertrand and Cournot mean field games

0 references

A reference case for mean field games models

0 references

MEAN FIELD GAMES EQUATIONS WITH QUADRATIC HAMILTONIAN: A SPECIFIC APPROACH

0 references

Mean Field Games and Applications

0 references

Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle

0 references

Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria

0 references

Mean field games

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COMPUTATION OF MEAN FIELD EQUILIBRIA IN ECONOMICS

0 references

A general characterization of the mean field limit for stochastic differential games

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Mean field games. I: The stationary case

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Mean field games. II: Finite horizon and optimal control

0 references

Dynamic programming for mean-field type control

0 references

A variational approach to second order mean field games with density constraints: the stationary case

0 references

Linear quadratic optimal control of conditional McKean-Vlasov equation with random coefficients and applications

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Dynamic Programming for Optimal Control of Stochastic McKean--Vlasov Dynamics

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Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations

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Q4255599

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Identifiers

zbMATH Open document ID

1359.93534

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DOI

10.1007/s00245-016-9385-x

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:520345

@@ Property / OpenAlex ID @@
+W2468041409
@@ Property / OpenAlex ID: W2468041409 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.02130
@@ Property / arXiv ID: 1607.02130 / rank @@
+Normal rank
@@ Property / cites work @@
+Mean Field Games: Numerical Methods
@@ Property / cites work: Mean Field Games: Numerical Methods / rank @@
+Normal rank
@@ Property / cites work @@
+Partial differential equation models in macroeconomics
+Normal rank
@@ Property / cites work @@
+Mean Field Games: Numerical Methods for the Planning Problem
+Normal rank
@@ Property / cites work @@
+Wellposedness of Mean Field Games with Common Noise under a Weak Monotonicity Condition
+Normal rank
@@ Property / cites work @@
+Explicit solutions of some linear-quadratic mean field games
+Normal rank
@@ Property / cites work @@
+Asymptotically Optimal Decentralized Control for Large Population Stochastic Multiagent Systems
+Normal rank
@@ Property / cites work @@
+Indefinite Mean-Field Stochastic Linear-Quadratic Optimal Control
+Normal rank
@@ Property / cites work @@
+Mean Field Games and Mean Field Type Control Theory
+Normal rank
@@ Property / cites work @@
+On the interpretation of the master equation
@@ Property / cites work: On the interpretation of the master equation / rank @@
+Normal rank
@@ Property / cites work @@
+Linear-quadratic mean field games
@@ Property / cites work: Linear-quadratic mean field games / rank @@
+Normal rank
@@ Property / cites work @@
+Mean-field backward stochastic differential equations: A limit approach
+Normal rank
@@ Property / cites work @@
+Mean-field backward stochastic differential equations and related partial differential equations
+Normal rank
@@ Property / cites work @@
+Partial differential equation models in the socio-economic sciences
+Normal rank
@@ Property / cites work @@
+Social Optima in Mean Field LQG Control: Centralized and Decentralized Strategies
+Normal rank
@@ Property / cites work @@
+Long time average of first order mean field games and weak KAM theory
+Normal rank
@@ Property / cites work @@
+Mean field games systems of first order
@@ Property / cites work: Mean field games systems of first order / rank @@
+Normal rank
@@ Property / cites work @@
+The Master Equation and the Convergence Problem in Mean Field Games
+Normal rank
@@ Property / cites work @@
+Second order mean field games with degenerate diffusion and local coupling
+Normal rank
@@ Property / cites work @@
+First Order Mean Field Games with Density Constraints: Pressure Equals Price
+Normal rank
@@ Property / cites work @@
+Probabilistic Analysis of Mean-Field Games
@@ Property / cites work: Probabilistic Analysis of Mean-Field Games / rank @@
+Normal rank
@@ Property / cites work @@
+The Master Equation for Large Population Equilibriums
+Normal rank
@@ Property / cites work @@
+Control of McKean-Vlasov dynamics versus mean field games
+Normal rank
@@ Property / cites work @@
+Mean field games with common noise
@@ Property / cites work: Mean field games with common noise / rank @@
+Normal rank
@@ Property / cites work @@
+Forward-backward stochastic differential equations and controlled McKean-Vlasov dynamics
+Normal rank
@@ Property / cites work @@
+Bertrand and Cournot mean field games
@@ Property / cites work: Bertrand and Cournot mean field games / rank @@
+Normal rank
@@ Property / cites work @@
+Fracking, Renewables, and Mean Field Games
@@ Property / cites work: Fracking, Renewables, and Mean Field Games / rank @@
+Normal rank
@@ Property / cites work @@
+Socio-economic applications of finite state mean field games
+Normal rank
@@ Property / cites work @@
+Mean field games models -- a brief survey
@@ Property / cites work: Mean field games models -- a brief survey / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal control of first-order Hamilton-Jacobi equations with linearly bounded Hamiltonian
+Normal rank
@@ Property / cites work @@
+Existence and uniqueness of solutions for Bertrand and Cournot mean field games
+Normal rank
@@ Property / cites work @@
+A reference case for mean field games models
@@ Property / cites work: A reference case for mean field games models / rank @@
+Normal rank
@@ Property / cites work @@
+MEAN FIELD GAMES EQUATIONS WITH QUADRATIC HAMILTONIAN: A SPECIFIC APPROACH
+Normal rank
@@ Property / cites work @@
+Mean Field Games and Applications
@@ Property / cites work: Mean Field Games and Applications / rank @@
+Normal rank
@@ Property / cites work @@
+Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
+Normal rank
@@ Property / cites work @@
+Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria
+Normal rank
@@ Property / cites work @@
+Mean field games
@@ Property / cites work: Mean field games / rank @@
+Normal rank
@@ Property / cites work @@
+COMPUTATION OF MEAN FIELD EQUILIBRIA IN ECONOMICS
@@ Property / cites work: COMPUTATION OF MEAN FIELD EQUILIBRIA IN ECONOMICS / rank @@
+Normal rank
@@ Property / cites work @@
+A general characterization of the mean field limit for stochastic differential games
+Normal rank
@@ Property / cites work @@
+Mean field games. I: The stationary case
@@ Property / cites work: Mean field games. I: The stationary case / rank @@
+Normal rank
@@ Property / cites work @@
+Mean field games. II: Finite horizon and optimal control
+Normal rank
@@ Property / cites work @@
+Dynamic programming for mean-field type control
@@ Property / cites work: Dynamic programming for mean-field type control / rank @@
+Normal rank
@@ Property / cites work @@
+A variational approach to second order mean field games with density constraints: the stationary case
+Normal rank
@@ Property / cites work @@
+Linear quadratic optimal control of conditional McKean-Vlasov equation with random coefficients and applications
+Normal rank
@@ Property / cites work @@
+Dynamic Programming for Optimal Control of Stochastic McKean--Vlasov Dynamics
+Normal rank
@@ Property / cites work @@
+Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Q4255599
@@ Property / cites work: Q4255599 / rank @@
+Normal rank