An introduction to mean field game theory (Q2223588)

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Language	Label	Description	Also known as
English	An introduction to mean field game theory	scientific article

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scholarly article

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An introduction to mean field game theory (English)

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Pierre Cardaliaguet

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Alessio Porretta

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publication date

29 January 2021

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zbMATH Keywords

mean field game theory

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PDE approach

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optimal control

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dynamic programming

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/978-3-030-59837-2_1

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Finite Difference Methods for Mean Field Games

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Mean Field Games: Numerical Methods

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Convergence of a Finite Difference Scheme to Weak Solutions of the System of Partial Differential Equations Arising in Mean Field Games

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Mean field games with congestion

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Mean Field Games: Numerical Methods for the Planning Problem

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Partial differential equation models in macroeconomics

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Mean field games models of segregation

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A class of infinite horizon mean field games on networks

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

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Asymptotic analysis of mean field games with small common noise

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Analysis and geometry on configuration spaces

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Transport equation and Cauchy problem for BV vector fields

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Hamiltonian ODEs in the Wasserstein space of probability measures

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Squared quadratic Wasserstein distance: optimal couplings and Lions differentiability

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Markets with a Continuum of Traders

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Convergence of some mean field games systems to aggregation and flocking models

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Uniqueness of solutions in mean field games with several populations and Neumann conditions

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On non-uniqueness and uniqueness of solutions in finite-horizon Mean Field Games

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Analysis of a Finite State Many Player Game Using Its Master Equation

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Finite state mean field games with Wright-Fisher common noise

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A computational fluid mechanics solution to the Monge-Kantorovich mass transfer problem

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Mean Field Games and Mean Field Type Control Theory

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Mean field games with a dominating player

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Optimal stopping in mean field games, an obstacle problem approach

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Fokker-Planck equations of jumping particles and mean field games of impulse control

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Some remarks on mean field games

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Strategic advantages in mean field games with a major player

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Mean-Field Games of Optimal Stopping: A Relaxed Solution Approach

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Polar factorization and monotone rearrangement of vector‐valued functions

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Stable solutions in potential mean field game systems

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Mean-field stochastic differential equations and associated PDEs

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On a Boltzmann Mean Field Model for Knowledge Growth

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Balanced growth path solutions of a Boltzmann mean field game model for knowledge growth

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A time-fractional mean field game

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Stationary Mean Field Games Systems Defined on Networks

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\(N\)-player games and mean-field games with absorption

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Existence and uniqueness for mean field games with state constraints

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Semiconcave functions, Hamilton-Jacobi equations, and optimal control

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C\(^{1,1}\)-smoothness of constrained solutions in the calculus of variations with application to mean field games

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Mean field games with state constraints: from mild to pointwise solutions of the PDE system

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

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Weak Solutions for First Order Mean Field Games with Local Coupling

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Mean field games systems of first order

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Learning in mean field games: The fictitious play

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Mean field game of controls and an application to trade crowding

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Weak KAM theory for potential MFG

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Long time behavior of the master equation in mean field game theory

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On the (In)efficiency of MFG Equilibria

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Long time average of mean field games

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Long Time Average of Mean Field Games with a Nonlocal Coupling

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Second order mean field games with degenerate diffusion and local coupling

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

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Remarks on Nash equilibria in mean field game models with a major player

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The Master Equation and the Convergence Problem in Mean Field Games

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Probabilistic Analysis of Mean-Field Games

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Probabilistic Theory of Mean Field Games with Applications I

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A probabilistic weak formulation of mean field games and applications

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An alternative approach to mean field game with major and minor players, and applications to herders impacts

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A probabilistic approach to mean field games with major and minor players

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Mean field games with common noise

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Mean field games of timing and models for bank runs

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Price of anarchy for Mean Field Games

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Probabilistic approach to finite state mean field games

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Convergence, fluctuations and large deviations for finite state mean field games via the master equation

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On the Convergence Problem in Mean Field Games: A Two State Model without Uniqueness

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Concentration of ground states in stationary mean-field games systems

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Homogenization of a Mean Field Game System in the Small Noise Limit

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On stationary fractional mean field games

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Fracking, Renewables, and Mean Field Games

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Multi-population mean field games systems with Neumann boundary conditions

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Stationary focusing mean-field games

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On the existence of oscillating solutions in non-monotone mean-field games

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On the Existence and Uniqueness of Solutions to Time-Dependent Fractional MFG

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The variational structure and time-periodic solutions for mean-field games systems

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Long time behavior and turnpike solutions in mildly non-monotone mean field games

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Time-dependent focusing mean-field games: the sub-critical case

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Bifurcation and segregation in quadratic two-populations mean field games systems

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Selection of equilibria in a linear quadratic mean-field game

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From the master equation to mean field game limit theory: a central limit theorem

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From the master equation to mean field game limit theory: large deviations and concentration of measure

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Ordinary differential equations, transport theory and Sobolev spaces

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Large-scale dynamics of mean-field games driven by local Nash equilibria

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A Tale of a Principal and Many, Many Agents

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Existence of Weak Solutions to Stationary Mean-Field Games through Variational Inequalities

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On the connection between symmetric \(N\)-player games and mean field games

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Controlled Markov processes and viscosity solutions

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Existence of a solution to an equation arising from the theory of mean field games

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On differentiability in the Wasserstein space and well-posedness for Hamilton-Jacobi equations

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Elliptic Partial Differential Equations of Second Order

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Obstacle mean-field game problem

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Existence for stationary mean-field games with congestion and quadratic Hamiltonians

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Time-Dependent Mean-Field Games with Logarithmic Nonlinearities

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Mean field games models -- a brief survey

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Short-time existence of solutions for mean-field games with congestion

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Extended Deterministic Mean-Field Games

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Discrete time, finite state space mean field games

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On the existence of classical solutions for stationary extended mean field games

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Time-Dependent Mean-Field Games in the Subquadratic Case

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Time-dependent mean-field games in the superquadratic case

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Regularity Theory for Mean-Field Game Systems

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Sobolev regularity for first order mean field games

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On Mean Field Games models for exhaustible commodities trade

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The planning problem in mean field games as regularized mass transport

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A reference case for mean field games models

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Mean Field Games and Applications

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Finite mean field games: fictitious play and convergence to a first order continuous mean field game

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Large-Population LQG Games Involving a Major Player: The Nash Certainty Equivalence Principle

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

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An invariance principle in large population stochastic dynamic games

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

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Mean Field Stochastic Adaptive Control

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

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On the convergence of closed-loop Nash equilibria to the mean field game limit

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Translation invariant mean field games with common noise

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Mean field games. I: The stationary case

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Mean field games. II: Finite horizon and optimal control

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Mean field games

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Mean-field games with a major player

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Optimal density evolution with congestion: <i>L<sup>∞</sup></i> bounds via flow interchange techniques and applications to variational Mean Field Games

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New estimates on the regularity of the pressure in density‐constrained mean field games

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Large Investor Trading Impacts on Volatility

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On the long time convergence of potential MFG

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Minimal-time mean field games

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On the Variational Formulation of Some Stationary Second-Order Mean Field Games Systems

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A Mean Field Game of Optimal Stopping

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Convergence to the mean field game limit: a case study

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A variational approach to the mean field planning problem

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An analytic approach to the Fleming-Viot processes with interactive selection

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Traveling waves in a mean field learning model

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Optimization, relaxation and Young measures

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Stochastic Hamilton–Jacobi–Bellman Equations

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On the planning problem for a class of mean field games

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On the planning problem for the mean field games system

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Weak solutions to Fokker-Planck equations and mean field games

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On the weak theory for mean field games systems

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Mean field games under invariance conditions for the state space

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Long Time versus Steady State Optimal Control

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Mass transportation problems. Vol. 1: Theory. Vol. 2: Applications

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A modest proposal for MFG with density constraints

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Optimal transport for applied mathematicians. Calculus of variations, PDEs, and modeling

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Regularity via duality in calculus of variations and degenerate elliptic PDEs

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Optimal Transport

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Identifiers

zbMATH Open document ID

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10.1007/978-3-030-59837-2_1

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:2223588

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