Mean field games

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Publication:1000340

DOI10.1007/s11537-007-0657-8zbMath1156.91321OpenAlexW2038686546WikidataQ55881630 ScholiaQ55881630MaRDI QIDQ1000340

Jean-Michel Lasry, Pierre-Louis Lions

Publication date: 6 February 2009

Published in: Japanese Journal of Mathematics. 3rd Series (Search for Journal in Brave)

Full work available at URL: https://basepub.dauphine.fr/handle/123456789/2263



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backward-forward mean-field games systems in periodic environments, Weak existence and uniqueness for McKean-Vlasov SDEs with common noise, Mean-field linear-quadratic stochastic differential games, Existence theory for a time-dependent mean field games model of household wealth, Ergodic mean field games with Hörmander diffusions, Image-dependent conditional McKean-Vlasov SDEs for measure-valued diffusion processes, A multi-step Lagrangian scheme for spatially inhomogeneous evolutionary games, Mean-field backward stochastic differential equations driven by fractional Brownian motion, A mean field games approach to cluster analysis, Numerical solution of mean field problem with limited management resource, The household behavior modeling based on mean field games approach, Linear-quadratic non-zero sum differential game for mean-field stochastic systems with asymmetric information, Master equation for the finite state space planning problem, Weak solutions for potential mean field games of controls, Secure discrete-time linear-quadratic mean-field games, Non coercive unbounded first order mean field games: the Heisenberg example, Dynamic pricing of new products in competitive markets: a mean-field game approach, A mean field approach for discounted zero-sum games in a class of systems of interacting objects, Transport equations with nonlocal diffusion and applications to Hamilton-Jacobi equations, Semiconcavity and sensitivity analysis in mean-field optimal control and applications, Hybrid control for optimal visiting problems for a single player and for a crowd, Numerical study of the stock market crises based on mean field games approach, The entry and exit game in the electricity markets: a mean-field game approach, Approximation of an optimal control problem for the time-fractional Fokker-Planck equation, Linear-quadratic zero-sum mean-field type games: optimality conditions and policy optimization, On some singular mean-field games, Splitting methods for a class of non-potential mean field games, Robust designs through risk sensitivity: an overview, Linear quadratic mean field games: decentralized \(O(1/N)\)-Nash equilibria, On the mean field limit of the random batch method for interacting particle systems, A maximum principle for mean-field stochastic control system with noisy observation, Reinforcement learning and stochastic optimisation, Stationary fully nonlinear mean-field games, Mean field games with heterogeneous groups: application to banking systems, Submodular mean field games: existence and approximation of solutions, Control and optimal stopping mean field games: a linear programming approach, \(N\)-player games and mean-field games with smooth dependence on past absorptions, Solvability and optimal stabilization controls of discrete-time mean-field stochastic system with infinite horizon, Solvability of a class of mean-field BSDEs with quadratic growth, Optimal control of diffusion processes with terminal constraint in law, Mean field games with common noises and conditional distribution dependent FBSDEs, Approximating Nash equilibrium for optimal consumption in stochastic growth model with jumps, Mean field games master equations with nonseparable Hamiltonians and displacement monotonicity, Population games with instantaneous behavior and the Rosenzweig-MacArthur model, Vaccination in a large population: mean field equilibrium versus social optimum, Necessary and sufficient conditions in optimal control of mean-field stochastic differential equations with infinite horizon, Mean-field games of finite-fuel capacity expansion with singular controls, Multi-agent reinforcement learning: a selective overview of theories and algorithms, On monotone solutions of mean field games master equations, Mean-field type FBSDEs in a domination-monotonicity framework and LQ multi-level Stackelberg games, Mean field games of controls: propagation of monotonicities, Solvability of infinite horizon McKean-Vlasov FBSDEs in mean field control problems and games, Linear quadratic mean field social control with common noise: a directly decoupling method, PMP-based numerical solution for mean field game problem of general nonlinear system, Master equation for Cournot mean field games of control with absorption, Regularizing effects of the entropy functional in optimal transport and planning problems, A measure theoretical approach to the mean-field maximum principle for training NeurODEs, Essential stationary equilibria of mean field games with finite state and action space, Convergence analysis of machine learning algorithms for the numerical solution of mean field control and games. II: The finite horizon case, Mean field portfolio games, Exploratory LQG mean field games with entropy regularization, Controlled Diffusion Mean Field Games with Common Noise and McKean--Vlasov Second Order Backward SDEs, Selection by vanishing common noise for potential finite state mean field games, Pathwise Solutions for Fully Nonlinear First- and Second-Order Partial Differential Equations with Multiplicative Rough Time Dependence, On the stability of mean-field stochastic differential equations with irregular expectation functional, Near Optimality of Stochastic Control for Singularly Perturbed McKean--Vlasov Systems, A variational approach to first order kinetic mean field games with local couplings, A Probabilistic Approach to Classical Solutions of the Master Equation for Large Population Equilibria, A Maximum Principle Approach to a Deterministic Mean Field Game of Control with Absorption, N-Player and Mean-Field Games in Itˆo-Diffusion Markets with Competitive or Homophilous Interaction, Equilibrium Model of Limit Order Books: A Mean-Field Game View, Random Batch Methods for Classical and Quantum Interacting Particle Systems and Statistical Samplings, A numerical algorithm for inverse problem from partial boundary measurement arising from mean field game problem, Robust mean field social control problems with applications in analysis of opinion dynamics, Coarse graining of a Fokker–Planck equation with excluded volume effects preserving the gradient flow structure, Comparing the best-reply strategy and mean-field games: The stationary case, Optimal vaccination strategy for a mean-field stochastic susceptible-infected-vaccinated system, Nonsmooth mean field games with state constraints, Second-order analysis of Fokker–Planck ensemble optimal control problems, A Class of Stochastic Games and Moving Free Boundary Problems, A numerical method to calculate multiple epidemic waves in COVID-19 with a realistic total number of people involved, Extended mean-field control problem with partial observation, Equilibrium price formation with a major player and its mean field limit, On classical solutions to the mean field game system of controls, Time discretizations of Wasserstein–Hamiltonian flows, A mean–variance acreage model, Mean Field Game Model for an Advertising Competition in a Duopoly, Dimension reduction techniques in deterministic mean field games, Existence theory for non-separable mean field games in Sobolev spaces, Nonzero-Sum Stochastic Games and Mean-Field Games with Impulse Controls, Stochastic Graphon Games: I. The Static Case, The Master Equation in a bounded domain with Neumann conditions, An Explicit Multistep Scheme for Mean-Field Forward-Backward Stochastic Differential Equations, Strong Convergence to the Mean Field Limit of a Finite Agent Equilibrium, A probabilistic numerical method for a class of mean field games, Convergence of Large Population Games to Mean Field Games with Interaction Through the Controls, A Case Study on Stochastic Games on Large Graphs in Mean Field and Sparse Regimes, The density evolution of the killed McKean–Vlasov process, Multipopulation Minimal-Time Mean Field Games, Deterministic Mean Field Games with Control on the Acceleration and State Constraints, Monotone Solutions of the Master Equation for Mean Field Games with Idiosyncratic Noise, Dynamic optimization problems for mean-field stochastic large-population systems, Robust Mean Field Linear Quadratic Social Control: Open-Loop and Closed-Loop Strategies, On the Random Batch Method for Second Order Interacting Particle Systems, Price formation model with zero-Neumann boundary condition, Control problem on space of random variables and master equation, Linear quadratic stochastic optimal control problems with operator coefficients: open-loop solutions, On non-uniqueness and uniqueness of solutions in finite-horizon Mean Field Games, A Pontryagin Maximum Principle in Wasserstein spaces for constrained optimal control problems, Geodesics of minimal length in the set of probability measures on graphs, Approximate Nash Equilibria in Partially Observed Stochastic Games with Mean-Field Interactions, A Mean Field Competition, On Mean Field Games models for exhaustible commodities trade, Viability analysis of the first-order mean field games, A Random-Batch Monte Carlo Method for Many-Body Systems with Singular Kernels, On optimal control of mean-field stochastic systems driven by Teugels martingales via derivative with respect to measures, Data assimilation in price formation, On the Approximation Error of Mean-Field Models, Mean Field Equilibria for Resource Competition in Spatial Settings, Remarks on Nash equilibria in mean field game models with a major player, An Infinite-Horizon Mean Field Game of Growth and Capital Accumulation: A Markov Chain Approximation Numerical Scheme and Its Challenges, Mean-field optimal control problem of SDDES driven by fractional Brownian Motion, Mean-Field Games of Optimal Stopping: A Relaxed Solution Approach, Control Strategies for the Dynamics of Large Particle Systems, Stackelberg solution of first-order mean field game with a major player, Differential Games, Controlling Propagation of Epidemics via Mean-Field Control, Probabilistic Approach to Mean Field Games and Mean Field Type Control Problems with Multiple Populations, Mild and weak solutions of Mean Field Games problem for linear control systems, Price of anarchy for Mean Field Games, Discrete-time average-cost mean-field games on Polish spaces, Leader formation with mean-field birth and death models, Dynamics and control for multi-agent networked systems: A finite-difference approach, Minimal-time mean field games, An entropy minimization approach to second-order variational mean-field games, New estimates on the regularity of the pressure in density‐constrained mean field games, Sparse stabilization and control of alignment models, Unnamed Item, One-dimensional multi-agent optimal control with aggregation and distance constraints: qualitative properties and mean-field limit, Mean-field FBSDE and optimal control, Intrinsic Lipschitz Regularity of Mean-Field Optimal Controls, Convergence Analysis of Machine Learning Algorithms for the Numerical Solution of Mean Field Control and Games I: The Ergodic Case, Cournot--Nash Equilibrium and Optimal Transport in a Dynamic Setting, A Fokker--Planck Approach to the Reconstruction of a Cell Membrane Potential, Controlled Markov chains with non-exponential discounting and distribution-dependent costs, First and second order optimality conditions for the control of Fokker-Planck equations, Robust linear quadratic mean field social control: A direct approach, Controllability Gramian and Kalman rank condition for mean-field control systems, Discrete-time mean field games with risk-averse agents, Social optima in leader-follower mean field linear quadratic control, A Probabilistic Approach to Extended Finite State Mean Field Games, Contact rate epidemic control of COVID-19: an equilibrium view, Mean reflected stochastic differential equations with jumps, Recent Developments in Controlled Crowd Dynamics, Mean-Field Controls with Q-Learning for Cooperative MARL: Convergence and Complexity Analysis, Algorithms for solving high dimensional PDEs: from nonlinear Monte Carlo to machine learning, A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition, A Mean Field Game of Optimal Portfolio Liquidation, Terminal Ranking Games, Maximum principle for infinite horizon optimal control of mean-field backward stochastic systems with delay and noisy memory, Mean Field Equilibrium: Uniqueness, Existence, and Comparative Statics, Well-posedness of mean field games master equations involving non-separable local Hamiltonians, Mean-Field Type FBSDEs under Domination-Monotonicity Conditions and Application to LQ Problems, A Lagrangian Approach for Aggregative Mean Field Games of Controls with Mixed and Final Constraints, Extended Mean Field Games with Singular Controls, A stochastic PDE approach to large N problems in quantum field theory: A survey, Jump Diffusion Approximation for the Price Dynamics of a Fully State Dependent Limit Order Book Model, Optimal transportation, modelling and numerical simulation, Turnpike in optimal control of PDEs, ResNets, and beyond, Parabolic Free Boundary Price Formation Models Under Market Size Fluctuations, Mean Field Game Theory with a Partially Observed Major Agent, Opinion Dynamics in Social Networks through Mean-Field Games, Mean-Field SDE Driven by a Fractional Brownian Motion and Related Stochastic Control Problem, Limit Theory for Controlled McKean--Vlasov Dynamics, Fracking, Renewables, and Mean Field Games, Optimal Execution with Identity Optionality, Uniqueness for nonlinear Fokker-Planck equations and for McKean-Vlasov SDEs: the degenerate case, Linear programming fictitious play algorithm for mean field games with optimal stopping and absorption, Wasserstein Hamiltonian Flow with Common Noise on Graph, Linear-quadratic mean field games of controls with non-monotone data, Stochastic programming with primal-dual dynamics: a mean-field game approach, Maximum principle for mean-field SDEs under model uncertainty, Mean-field limits for entropic multi-population dynamical systems, On numerical approximations of fractional and nonlocal mean field games, Doubly-stochastic interpretation for nonlocal semi-linear backward stochastic partial differential equations, Asymptotic behaviors for distribution dependent SDEs driven by fractional Brownian motions, Error estimates of a theta-scheme for second-order mean field games, Navigation system-based routing strategies in traffic flows on networks, Discrete potential mean field games: duality and numerical resolution, Interbank lending with benchmark rates: Pareto optima for a class of singular control games, A mean‐field game approach to equilibrium pricing in solar renewable energy certificate markets, A stochastic maximum principle for partially observed general mean-field control problems with only weak solution, Mean field approximation of an optimal control problem for the continuity equation arising in smart charging, Sensitivity of MFG SEIR-HCD epidemiological model, Markov distributional equilibrium dynamics in games with complementarities and no aggregate risk, Maximum principle for conditional mean-field FBSDEs systems with regime-switching involving impulse controls, Differential games for crowd dynamics and applications, Kullback–Leibler-Quadratic Optimal Control, An Algebraic Convergence Rate for the Optimal Control of McKean–Vlasov Dynamics, Mean-Field Approximations for Stochastic Population Processes with Heterogeneous Interactions, Generalized conditional gradient and learning in potential mean field games, Linear-Quadratic Mean Field Stackelberg Games with State and Control Delays, Robust Mean Field Linear-Quadratic-Gaussian Games with Unknown $L^2$-Disturbance, Unnamed Item, The Master Equation for Large Population Equilibriums, Explicit theta-Schemes for Mean-Field Backward Stochastic Differential Equations, Dynamic programming for mean-field type control, Dynamic programming for mean-field type control, Optimal control of mean-field jump-diffusion systems with noisy memory, Mean-Field Game Strategies for Optimal Execution, A stochastic Evans-Aronsson problem, ϵ-Nash mean-field games for linear-quadratic systems with random jumps and applications, Competition versus Cooperation: A Class of Solvable Mean Field Impulse Control Problems, A Cucker--Smale Inspired Deterministic Mean Field Game with Velocity Interactions, Computational Methods for First-Order Nonlocal Mean Field Games with Applications, Dynamic Programming for Optimal Control of Stochastic McKean--Vlasov Dynamics, Semi-discretization for Stochastic Scalar Conservation Laws with Multiple Rough Fluxes, Almost automorphic solutions for mean-field stochastic differential equations driven by fractional Brownian motion, Model uncertainty stochastic mean-field control, Some remarks on mean field games, On Balanced Growth Path Solutions of a Knowledge Diffusion and Growth Model, Convergence of a Finite Difference Scheme to Weak Solutions of the System of Partial Differential Equations Arising in Mean Field Games, Hölder Continuity to Hamilton-Jacobi Equations with Superquadratic Growth in the Gradient and Unbounded Right-hand Side, On the mean field limit for Brownian particles with Coulomb interaction in 3D, A Collisionless Singular Cucker--Smale Model with Decentralized Formation Control, Mean field games under invariance conditions for the state space, Price formation and optimal trading in intraday electricity markets, Mean‐field games for multiagent systems with multiplicative noises, Rare Nash Equilibria and the Price of Anarchy in Large Static Games, A Tale of a Principal and Many, Many Agents, Mean Field Games for Modeling Crowd Motion, Mean-field optimal multi-modes switching problem: A balance sheet, Mean Field Games with Partial Observation, On the (In)efficiency of MFG Equilibria, On the Convergence Problem in Mean Field Games: A Two State Model without Uniqueness, Global Density Analysis for an Off-Lattice Agent-Based Model, Existence of weak solutions to first-order stationary mean-field games with Dirichlet conditions, The Supermarket Game, Time-Dependent Mean-Field Games in the Subquadratic Case, Mean Field Stackelberg Games: Aggregation of Delayed Instructions, OPTIMAL INVESTMENT UNDER RELATIVE PERFORMANCE CONCERNS, Optimal Policies for Convex Symmetric Stochastic Dynamic Teams and their Mean-Field Limit, Social Optima in Mean Field Linear-Quadratic-Gaussian Control with Volatility Uncertainty, A global maximum principle for optimal control of general mean-field forward-backward stochastic systems with jumps, Closed-Loop Equilibrium for Time-Inconsistent McKean--Vlasov Controlled Problem, Finite Dimensional Approximations of Hamilton--Jacobi--Bellman Equations in Spaces of Probability Measures, Convergence of the Random Batch Method for Interacting Particles with Disparate Species and Weights, Modeling Rationality to Control Self-Organization of Crowds: An Environmental Approach, Long Time Results for a Weakly Interacting Particle System in Discrete Time, Mean-field stochastic H2/H control with delay, Mean field games systems of first order, On the Graphon Mean Field Game equations: Individual agent affine dynamics and mean field dependent performance functions, Correlated Equilibria and Mean Field Games: A Simple Model, McKean–Vlasov Optimal Control: Limit Theory and Equivalence Between Different Formulations, Entropy Regularization for Mean Field Games with Learning, Mathematical models of self-propelled particles, Disordered high-dimensional optimal control, A family of interacting particle systems pinned to their ensemble average, Risk-sensitive mean field games with major and minor players, Classical solutions to local first-order extended mean field games, Deep Q-Learning for Nash Equilibria: Nash-DQN, Linear-Quadratic Large-Population Problem with Partial Information: Hamiltonian Approach and Riccati Approach, Fully-coupled mean-field FBSDE and maximum principle for related optimal control problem, A singular perturbation problem for mean field games of acceleration: application to mean field games of control, A Scalable Deep Learning Approach for Solving High-Dimensional Dynamic Optimal Transport, A mean field game model of firm-level innovation, On monotonicity conditions for mean field games, Maximum principle for mean‐field controlled systems driven by a fractional Brownian motion, Monotone solutions for mean field games master equations: continuous state space and common noise, Learning High-Dimensional McKean–Vlasov Forward-Backward Stochastic Differential Equations with General Distribution Dependence, Analysis and Numerical Approximation of Stationary Second-Order Mean Field Game Partial Differential Inclusions, A Lagrange–Galerkin Scheme for First Order Mean Field Game Systems, On mean-field super-Brownian motions, MF-OMO: An Optimization Formulation of Mean-Field Games, Viscosity Solutions for McKean–Vlasov Control on a Torus, Stochastic optimal control for dynamics of forward backward doubly SDEs of mean-field type, Linear quadratic mean-field game with volatility uncertainty, Selected topics in mean field games, IMITATION, PROXIMITY, AND GROWTH — A COLLECTIVE SWARM DYNAMICS APPROACH, Hölder stability and uniqueness for the mean field games system via Carleman estimates, Well-posedness of the Dean-Kawasaki and the nonlinear Dawson-Watanabe equation with correlated noise, Unnamed Item, Discrete-time mean-field stochastic control with partial observations, Optimal control problems in transport dynamics with additive noise, Mean field games with absorption and common noise with a model of bank run, A class of dimension-free metrics for the convergence of empirical measures, A fictitious-play finite-difference method for linearly solvable mean field games, Random lift of set valued maps and applications to multiagent dynamics, Partially observed risk-sensitive stochastic control problems with non-convexity restriction, Evolution of Mixed Strategies in Monotone Games, A kernel formula for regularized Wasserstein proximal operators, Gaussian fluctuations for interacting particle systems with singular kernels, Generic properties of first-order mean field games, Deep neural network solution for finite state mean field game with error estimation, Partially observed discrete-time risk-sensitive mean field games, Stochastic Mitra-Wan forestry models analyzed as a mean field optimal control problem, Scoring a goal optimally in a soccer game under Liouville-like quantum gravity action, Dynamical Systems and Hamilton–Jacobi–Bellman Equations on the Wasserstein Space and their L2 Representations, Distribution dependent SDEs driven by additive fractional Brownian motion, Synchronization in a Kuramoto mean field game, Dynamical optimal transport of nonlinear control-affine systems, High order computation of optimal transport, mean field planning, and potential mean field games, High order spatial discretization for variational time implicit schemes: Wasserstein gradient flows and reaction-diffusion systems, Stochastic Fokker–Planck Equations for Conditional McKean–Vlasov Jump Diffusions and Applications to Optimal Control, Subjective Equilibria Under Beliefs of Exogenous Uncertainty for Dynamic Games, Empirical approximation to invariant measures for McKean-Vlasov processes: mean-field interaction vs self-interaction, Weak KAM approach to first-order mean field games with state constraints, Mean field games with branching, Mean-field coupled systems and self-consistent transfer operators: a review, Optimal control of the Fokker-Planck equation under state constraints in the Wasserstein space, Copuling population dynamics and diel migration patterns, Stochastic maximum principle for weighted mean-field system, Numerical schemes for fully coupled mean-field forward backward stochastic differential equations, Discrete approximation of stationary mean field games, A time-dependent switching mean-field game on networks motivated by optimal visiting problems, Exact Controllability of Fokker–Planck Equations and McKean–Vlasov SDEs, Polarization and coherence in mean field games driven by private and social utility, Closed-loop convergence for mean field games with common noise, An addendum to the problem of zero-sum LQ stochastic mean-field dynamic games, Mean field games for diel vertical migration with diffusion, The mean field games system: Carleman estimates, Lipschitz stability and uniqueness, Dynamic Cournot-Nash equilibrium: the non-potential case, Unique continuation for a mean field game system, General coupled mean-field reflected forward-backward stochastic differential equations, Stationary equilibria and their stability in a Kuramoto MFG with strong interaction, Weak and Renormalized Solutions to a Hypoelliptic Mean Field Games System, On the mean field games system with lateral Cauchy data via Carleman estimates, Artificial intelligence for COVID-19 spread modeling, Optimal investment in a large population of competitive and heterogeneous agents, Minimal solutions of master equations for extended mean field games, Optimal strategies for large-scale pursuers against one evader: a mean field game-based hierarchical control approach, Collective behaviors of stochastic agent-based models and applications to finance and optimization, The Convergence Problem in Mean Field Games with Neumann Boundary Conditions, Integrability in the weak noise theory, Pareto efficiency of finite-horizon mean-field cooperative stochastic differential games with Poisson jumps, Graphon mean-field control for cooperative multi-agent reinforcement learning, Large population games with interactions through controls and common noise: convergence results and equivalence between open-loop and closed-loop controls, Optimal control problems of nonlocal interaction equations, Equilibrium pricing of securities in the co-presence of cooperative and non-cooperative populations, A general maximum principle for progressive optimal control of partially observed mean-field stochastic system with Markov chain, Model-free mean-field reinforcement learning: mean-field MDP and mean-field Q-learning, The locally homeomorphic property of McKean-Vlasov SDEs under the global Lipschitz condition, A continuous dependence estimate for viscous Hamilton-Jacobi equations on networks with applications, A fast proximal gradient method and convergence analysis for dynamic mean field planning, A Time-Fractional Mean-Field Control Modeling Subdiffusive Advective Transport, Linear-quadratic delayed mean-field social optimization, Viscosity solutions of Hamilton-Jacobi equations in proper \(\text{CAT(0)}\) spaces, A class of optimal control problems of forward-backward systems with input constraint, Master Bellman equation in the Wasserstein space: Uniqueness of viscosity solutions, Optimal lock-down intensity: a stochastic pandemic control approach of path integral, Regularity and Long Time Behavior of One-Dimensional First-Order Mean Field Games and the Planning Problem, A mean field model for the development of renewable capacities, Trading with the crowd, A myopic adjustment process for mean field games with finite 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