Long-term average impulse control with mean field interactions

DOI10.1007/S00245-026-10488-YMaRDI QIDQ7355738zbMATH OpenFDO

Authors K. Helmes, Richard H. Stockbridge, Chao Zhu

Publication date 23 September 2026

Published in Applied Mathematics and Optimization (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S00245-026-10488-Y

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60) Stochastic games, stochastic differential games (91A15) Mean field games (aspects of game theory) (91A16) Financial applications of other theories (91G80) Optimal stochastic control (93E20)

Cites work

• Brownian inventory models with convex holding cost. I: Average-optimal controls
• Competition versus cooperation: a class of solvable mean field impulse control problems
• Continuous inventory models of diffusion type: long-term average cost criterion
• Ergodic behavior of control and mean field games problems depending on acceleration
• Ergodic control of McKean-Vlasov SDEs and associated Bellman equation
• Ergodic mean-field games with aggregation of Choquard-type
• scientific article; zbMATH DE number 3736679 (Why is no real title available?)
• Infinite horizon average cost optimality criteria for mean-field control
• Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
• Long time behavior and turnpike solutions in mildly non-monotone mean field games
• Long-time behavior of deterministic mean field games with nonmonotone interactions
• Mean field games
• Mean field games and mean field type control theory
• Mean-field limit for a class of stochastic ergodic control problems
• Nonzero-sum stochastic games and mean-field games with impulse controls
• On solutions of mean field games with ergodic cost
• Optimal harvesting from a population in a stochastic crowded environment
• Optimal Ordering Policy for Inventory Systems with Quantity-Dependent Setup Costs
• Optimality of an $(s, S)$ Policy with Compound Poisson and Diffusion Demands: A Quasi-variational Inequalities Approach
• Probabilistic theory of mean field games with applications I. Mean field FBSDEs, control, and games
• Probabilistic theory of mean field games with applications II. Mean field games with common noise and master equations
• Stationary Discounted and Ergodic Mean Field Games with Singular Controls
• The derivation of ergodic mean field game equations for several populations of players
• Turnpike Properties for Mean-Field Linear-Quadratic Optimal Control Problems
• Two sided ergodic singular control and mean-field game for diffusions

This page was built for publication: Long-term average impulse control with mean field interactions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7355738)