Mean field system: the optimal control based approach

DOI10.1137/24M1633121MaRDI QIDQ6939706zbMATH OpenFDO

Authors Viorel Barbu

Publication date 21 August 2025

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/24M1633121

zbMATH Keywords

Fokker-Planck equationmean field gameoptimal controlstochastic differential equation

Mathematics Subject Classification ID

Fokker-Planck equations (35Q84) Mean field games and control (49N80) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Optimal stochastic control (93E20)

Cites work

• A variational approach to second order mean field games with density constraints: the stationary case
• Analysis and Numerical Approximation of Stationary Second-Order Mean Field Game Partial Differential Inclusions
• Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
• Maximal \(L^q\)-regularity for parabolic Hamilton-Jacobi equations and applications to mean field games
• Mean field games
• Nonlinear Differential Equations of Monotone Types in Banach Spaces
• Nonlinear Fokker-Planck flows and their probabilistic counterparts
• On the variational formulation of some stationary second-order mean field games systems
• On the weak theory for mean field games systems
• Probabilistic analysis of mean-field games
• Regularity theory for mean-field game systems
• Second order mean field games with degenerate diffusion and local coupling
• The convergence problem in mean field games with local coupling
• Uniqueness for nonlinear Fokker-Planck equations and for McKean-Vlasov SDEs: the degenerate case
• Weak solutions to Fokker-Planck equations and mean field games

Cited in

(1)

• Analysis of mean field games via Fokker-Planck-Kolmogorov equations: existence of equilibria

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