Mean-field-type games (Q2335249)

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Language	Label	Description	Also known as
English	Mean-field-type games	scientific article

Statements

scholarly article

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Mean-field-type games (English)

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Hamidou Tembine

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AIMS Mathematics

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publication date

14 November 2019

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zbMATH Keywords

game theory

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coalition

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mean-field

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Wiener chaos

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dynamic programming

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maximum principle

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MaRDI profile type

MaRDI publication profile

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Stochastic Games

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Anonymous sequential games

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Mean field games

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A Mean-Field Game of Evacuation in Multilevel Building

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Nonlinear SDEs driven by L\'evy processes and related PDEs

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Mean-field backward stochastic differential equations: A limit approach

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

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A maximum principle for SDEs of mean-field type

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A general stochastic maximum principle for SDEs of mean-field type

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A stochastic maximum principle for a stochastic differential game of a mean-field type

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Stochastic maximum principle in the mean-field controls

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On mean-field partial information maximum principle of optimal control for stochastic systems with Lévy processes

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Discrete time mean-field stochastic linear-quadratic optimal control problems

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Mean Field Games and Mean Field Type Control Theory

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A Stochastic Maximum Principle for Risk-Sensitive Mean-Field Type Control

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Risk-sensitive mean-field-type games with \(L^p\)-norm drifts

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Risk-Sensitive Mean-Field Type Control Under Partial Observation

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Deterministic Mean-Field Ensemble Kalman Filtering

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The orthogonal development of non-linear functionals in series of Fourier-Hermite functionals

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Polynomial chaos for the approximation of uncertainties: Chances and limits

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Stochastic Maximum Principle for Mean-Field Type Optimal Control Under Partial Information

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A maximum principle for partially observed optimal control of forward-backward stochastic control systems

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

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The Maximum Principle for Partially Observed Optimal Control of Stochastic Differential Equations

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A Linear-Quadratic Optimal Control Problem of Forward-Backward Stochastic Differential Equations With Partial Information

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Optimal control of mean-field jump-diffusion systems with delay: a stochastic maximum principle approach

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A mean-field stochastic maximum principle via Malliavin calculus

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Maximum principle for mean-field jump-diffusion stochastic delay differential equations and its application to finance

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The maximum principle for a jump-diffusion mean-field model and its application to the mean-variance problem

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The Maximum Principles for Stochastic Recursive Optimal Control Problems Under Partial Information

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Maximum Principles for Forward-Backward Stochastic Control Systems with Correlated State and Observation Noises

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full work available at URL

https://doi.org/10.3934/math.2017.4.706

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Identifiers

zbMATH Open document ID

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10.3934/Math.2017.4.706

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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:2335249

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