Linear-quadratic mean field games (Q289122)

From MaRDI portal

Jump to:navigation, search

scientific article

Language	Label	Description	Also known as
English	Linear-quadratic mean field games	scientific article

Statements

scholarly article

0 references

Linear-quadratic mean field games (English)

0 references

Alain Bensoussan

0 references

0 references

Sheung Chi Phillip Yam

0 references

0 references

Journal of Optimization Theory and Applications

0 references

publication date

27 May 2016

0 references

full work available at URL

https://arxiv.org/abs/1404.5741

0 references

zbMATH Keywords

mean field games

0 references

mean field type stochastic control problems

0 references

adjoint equations

0 references

linear quadratic

0 references

MaRDI profile type

MaRDI publication profile

0 references

Saddle Points for Linear Differential Games

0 references

0 references

Stochastic games for \(N\) players

0 references

On diagonal elliptic and parabolic systems with super-quadratic Hamiltonians

0 references

Systems of Bellman equations to stochastic differential games with non-compact coupling

0 references

The master equation in mean field theory

0 references

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

0 references

Mean field games. I: The stationary case

0 references

Mean field games. II: Finite horizon and optimal control

0 references

Mean field games

0 references

Explicit solutions of some linear-quadratic mean field games

0 references

Asymptotically Optimal Decentralized Control for Large Population Stochastic Multiagent Systems

0 references

A reference case for mean field games models

0 references

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

0 references

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

0 references

Mean Field Games: Convergence of a Finite Difference Method

0 references

Discrete time, finite state space mean field games

0 references

Synchronization of Coupled Oscillators is a Game

0 references

MEAN FIELD GAMES EQUATIONS WITH QUADRATIC HAMILTONIAN: A SPECIFIC APPROACH

0 references

COMPUTATION OF MEAN FIELD EQUILIBRIA IN ECONOMICS

0 references

Mean Field Games: Numerical Methods for the Planning Problem

0 references

Mean Field Games: Numerical Methods

0 references

Stationary Mean Field Games Systems Defined on Networks

0 references

Linear-Quadratic $N$-person and Mean-Field Games with Ergodic Cost

0 references

Linear-quadratic time-inconsistent mean field games

0 references

Linear-quadratic \(N\)-person and mean-field games: infinite horizon games with discounted cost and singular limits

0 references

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

0 references

$\epsilon$-Nash Mean Field Game Theory for Nonlinear Stochastic Dynamical Systems with Major and Minor Agents

0 references

Nash, Social and Centralized Solutions to Consensus Problems via Mean Field Control Theory

0 references

Mean Field Stackelberg Games: Aggregation of Delayed Instructions

0 references

Well-posedness of mean-field type forward-backward stochastic differential equations

0 references

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

0 references

Mean Field Games and Applications

0 references

Mean Field Games and Mean Field Type Control Theory

0 references

An invariance principle in large population stochastic dynamic games

0 references

A survey of nonsymmetric Riccati equations

0 references

A maximum principle for SDEs of mean-field type

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

0 references

Forward-backward stochastic differential equations and their applications

0 references

Mean field games with a dominating player

0 references

Identifiers

zbMATH Open document ID

0 references

10.1007/s10957-015-0819-4

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

0 references

0 references

zbMATH DE Number

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:289122

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q289122&oldid=36252944"