Extended deterministic mean-field games
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deterministic controldifferential gamesHamilton-Jacobi equationsmean-field gamesrandom variables methods
Existence of optimal solutions to problems involving randomness (49J55) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Differential games and control (49N70) Games with infinitely many players (91A07) Stochastic games, stochastic differential games (91A15) Differential games (aspects of game theory) (91A23)
Abstract: In this paper, we consider mean-field games where the interaction of each player with the mean-field takes into account not only the states of the players but also their collective behavior, To do so, we develop a random variable framework that is particularly convenient for these problems. We prove an existence result for extended mean-field games and establish uniqueness conditions. In the last section, we consider the Master Equation and discuss properties of its solutions.
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Cited in
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