Linear-quadratic mean field games (Q289122)

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Linear-quadratic mean field games

scientific article; zbMATH DE number 6586797

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English	Linear-quadratic mean field games	scientific article; zbMATH DE number 6586797

Statements

instance of

scholarly article

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title

Linear-quadratic mean field games (English)

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author

Alain Bensoussan

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K. C. J. Sung

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Sheung Chi Phillip Yam

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S. P. Yung

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published in

Journal of Optimization Theory and Applications

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publication date

27 May 2016

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full work available at URL

https://arxiv.org/abs/1404.5741

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zbMATH Keywords

mean field games

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mean field type stochastic control problems

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adjoint equations

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linear quadratic

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MaRDI profile type

MaRDI publication profile

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cites work

Saddle Points for Linear Differential Games

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Q4205251

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Stochastic games for $N$ players

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On diagonal elliptic and parabolic systems with super-quadratic Hamiltonians

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

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The master equation in mean field theory

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

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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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Explicit solutions of some linear-quadratic mean field games

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Asymptotically Optimal Decentralized Control for Large Population Stochastic Multiagent Systems

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A reference case for mean field games models

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

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Mean field games: convergence of a finite difference method

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Discrete time, finite state space mean field games

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Synchronization of Coupled Oscillators is a Game

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Mean field games equations with quadratic Hamiltonian: a specific approach

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Computation of mean field equilibria in economics

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Mean field games: numerical methods for the planning problem

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Mean field games: numerical methods

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Stationary mean field games systems defined on networks

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Linear-quadratic $N$-person and mean-field games with ergodic cost

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Linear-quadratic time-inconsistent mean field games

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

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Large-population LQG games involving a major player: the Nash certainty equivalence principle

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$\epsilon$-Nash mean field game theory for nonlinear stochastic dynamical systems with major and minor agents

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

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Mean field Stackelberg games: aggregation of delayed instructions

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

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

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Mean field games and applications

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Mean field games and mean field type control theory

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An invariance principle in large population stochastic dynamic games

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A survey of nonsymmetric Riccati equations

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A maximum principle for SDEs of mean-field type

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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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Q3997913

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Forward-backward stochastic differential equations and their applications

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Mean field games with a dominating player

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Identifiers

zbMATH Open document ID

1343.91010

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Mathematics Subject Classification ID

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10.1007/S10957-015-0819-4

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Sitelinks

Mathematics(1 entry)

mardi Linear-quadratic mean field games