Mean field games

DOI10.1007/s11537-007-0657-8zbMath1156.91321OpenAlexW2038686546WikidataQ55881630 ScholiaQ55881630MaRDI QIDQ1000340

Jean-Michel Lasry, Pierre-Louis Lions

Publication date: 6 February 2009

Published in: Japanese Journal of Mathematics. 3rd Series (Search for Journal in Brave)

Full work available at URL: https://basepub.dauphine.fr/handle/123456789/2263

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Financial applications of other theories (91G80) Stochastic games, stochastic differential games (91A15) Classical equilibrium statistical mechanics (general) (82B05) Elliptic equations and elliptic systems (35J99) Parabolic equations and parabolic systems (35K99) Mean field games (aspects of game theory) (91A16)

Related Items (only showing first 100 items - show all)

Large \(N\) limit of the \(O(N)\) linear sigma model via stochastic quantization ⋮ Distribution dependent SDEs driven by additive continuous noise ⋮ Maximal \(L^q\)-regularity for parabolic Hamilton-Jacobi equations and applications to mean field games ⋮ A stochastic maximum principle for a stochastic differential game of a mean-field type ⋮ Distributed control of multi-agent systems with random parameters and a major agent ⋮ Stochastic maximum principle in the mean-field controls ⋮ Viscosity solutions of eikonal equations on topological networks ⋮ Control and Nash games with mean field effect ⋮ Existence of weak solutions to time-dependent mean-field games ⋮ Optimal control of multiagent systems in the Wasserstein space ⋮ Sharp semi-concavity in a non-autonomous control problem and \(L^p\) estimates in an optimal-exit MFG ⋮ Probabilistic approach to finite state mean field games ⋮ The initial value problem for the Euler equations of incompressible fluids viewed as a concave maximization problem ⋮ On the existence of solutions for stationary mean-field games with congestion ⋮ Ergodic behavior of control and mean field games problems depending on acceleration ⋮ A Fokker-Planck control framework for stochastic systems ⋮ On stationary fractional mean field games ⋮ Linear quadratic mean-field-game of backward stochastic differential systems ⋮ Population games and discrete optimal transport ⋮ Mean field linear-quadratic control: uniform stabilization and social optimality ⋮ A survey on dynamical transport distances ⋮ A continuous theory of traffic congestion and Wardrop equilibria ⋮ Market coordination under non-equilibrium dynamics ⋮ Mean-field anticipated BSDEs driven by fractional Brownian motion and related stochastic control problem ⋮ Convergence, fluctuations and large deviations for finite state mean field games via the master equation ⋮ Mean-field game modeling the bandwagon effect with activation costs ⋮ Evolution of the distribution of wealth in an economic environment driven by local Nash equilibria ⋮ Reflected mean-field backward stochastic differential equations. Approximation and associated nonlinear PDEs ⋮ Partial derivative with respect to the measure and its application to general controlled mean-field systems ⋮ On the interaction between soft and hard sciences: the role of mathematical sciences. Looking ahead to research perspectives ⋮ A game-theoretic framework for autonomous vehicles velocity control: bridging microscopic differential games and macroscopic mean field games ⋮ Credit risk contagion in an evolving network model integrating spillover effects and behavioral interventions ⋮ On certain analytically solvable problems of mean field games theory ⋮ A polynomial-time method to compute all Nash equilibria solutions of a general two-person inspection game ⋮ Mean field games with state constraints: from mild to pointwise solutions of the PDE system ⋮ Extremal shift rule and viability property for mean field-type control systems ⋮ On the problem of maximal \(L^q\)-regularity for viscous Hamilton-Jacobi equations ⋮ Monotone solutions for mean field games master equations: finite state space and optimal stopping ⋮ Artificial viscosity joint spacetime multigrid method for Hamilton-Jacobi-Bellman and Kolmogorov-Fokker-Planck system arising from mean field games ⋮ Homogenization of the backward-forward mean-field games systems in periodic environments ⋮ Weak existence and uniqueness for McKean-Vlasov SDEs with common noise ⋮ Mean-field linear-quadratic stochastic differential games ⋮ Existence theory for a time-dependent mean field games model of household wealth ⋮ Ergodic mean field games with Hörmander diffusions ⋮ Image-dependent conditional McKean-Vlasov SDEs for measure-valued diffusion processes ⋮ A multi-step Lagrangian scheme for spatially inhomogeneous evolutionary games ⋮ Mean-field backward stochastic differential equations driven by fractional Brownian motion ⋮ A mean field games approach to cluster analysis ⋮ Numerical solution of mean field problem with limited management resource ⋮ The household behavior modeling based on mean field games approach ⋮ Linear-quadratic non-zero sum differential game for mean-field stochastic systems with asymmetric information ⋮ Master equation for the finite state space planning problem ⋮ Weak solutions for potential mean field games of controls ⋮ Secure discrete-time linear-quadratic mean-field games ⋮ Non coercive unbounded first order mean field games: the Heisenberg example ⋮ Dynamic pricing of new products in competitive markets: a mean-field game approach ⋮ A mean field approach for discounted zero-sum games in a class of systems of interacting objects ⋮ Transport equations with nonlocal diffusion and applications to Hamilton-Jacobi equations ⋮ Semiconcavity and sensitivity analysis in mean-field optimal control and applications ⋮ Hybrid control for optimal visiting problems for a single player and for a crowd ⋮ Numerical study of the stock market crises based on mean field games approach ⋮ The entry and exit game in the electricity markets: a mean-field game approach ⋮ Approximation of an optimal control problem for the time-fractional Fokker-Planck equation ⋮ Linear-quadratic zero-sum mean-field type games: optimality conditions and policy optimization ⋮ On some singular mean-field games ⋮ Splitting methods for a class of non-potential mean field games ⋮ Robust designs through risk sensitivity: an overview ⋮ Linear quadratic mean field games: decentralized \(O(1/N)\)-Nash equilibria ⋮ On the mean field limit of the random batch method for interacting particle systems ⋮ A maximum principle for mean-field stochastic control system with noisy observation ⋮ Reinforcement learning and stochastic optimisation ⋮ Stationary fully nonlinear mean-field games ⋮ Mean field games with heterogeneous groups: application to banking systems ⋮ Submodular mean field games: existence and approximation of solutions ⋮ Control and optimal stopping mean field games: a linear programming approach ⋮ \(N\)-player games and mean-field games with smooth dependence on past absorptions ⋮ Solvability and optimal stabilization controls of discrete-time mean-field stochastic system with infinite horizon ⋮ Solvability of a class of mean-field BSDEs with quadratic growth ⋮ Optimal control of diffusion processes with terminal constraint in law ⋮ Mean field games with common noises and conditional distribution dependent FBSDEs ⋮ Approximating Nash equilibrium for optimal consumption in stochastic growth model with jumps ⋮ Mean field games master equations with nonseparable Hamiltonians and displacement monotonicity ⋮ Population games with instantaneous behavior and the Rosenzweig-MacArthur model ⋮ Vaccination in a large population: mean field equilibrium versus social optimum ⋮ Necessary and sufficient conditions in optimal control of mean-field stochastic differential equations with infinite horizon ⋮ Mean-field games of finite-fuel capacity expansion with singular controls ⋮ Multi-agent reinforcement learning: a selective overview of theories and algorithms ⋮ On monotone solutions of mean field games master equations ⋮ Mean-field type FBSDEs in a domination-monotonicity framework and LQ multi-level Stackelberg games ⋮ Mean field games of controls: propagation of monotonicities ⋮ Solvability of infinite horizon McKean-Vlasov FBSDEs in mean field control problems and games ⋮ Linear quadratic mean field social control with common noise: a directly decoupling method ⋮ PMP-based numerical solution for mean field game problem of general nonlinear system ⋮ Master equation for Cournot mean field games of control with absorption ⋮ Regularizing effects of the entropy functional in optimal transport and planning problems ⋮ A measure theoretical approach to the mean-field maximum principle for training NeurODEs ⋮ Essential stationary equilibria of mean field games with finite state and action space ⋮ Convergence analysis of machine learning algorithms for the numerical solution of mean field control and games. II: The finite horizon case ⋮ Mean field portfolio games ⋮ Exploratory LQG mean field games with entropy regularization

Cites Work

This page was built for publication: Mean field games