Mean field stochastic linear quadratic games for continuum-parameterized multi-agent systems
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Publication:1661837
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Cites work
- scientific article; zbMATH DE number 3792106 (Why is no real title available?)
- scientific article; zbMATH DE number 1243371 (Why is no real title available?)
- scientific article; zbMATH DE number 1978164 (Why is no real title available?)
- scientific article; zbMATH DE number 3292104 (Why is no real title available?)
- A linear-quadratic optimal control problem for mean-field stochastic differential equations in infinite horizon
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- Continuum and Finite-Player Noncooperative Models of Competition
- Decentralized tracking-type games for multi-agent systems with coupled ARX models: asymptotic Nash equilibria
- Distributed Controllers for Multi-Agent Coordination Via Gradient-Flow Approach
- Distributed output feedback control of Markov jump multi-agent systems
- Jing Sun [People in Control]
- Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
- Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria
- Large-population LQG games involving a major player: the Nash certainty equivalence principle
- Linear quadratic decentralized dynamic games for large population discrete-time stochastic multi-agent systems
- Linear-quadratic mean field games
- Mean field games
- Mean-Field Linear-Quadratic-Gaussian (LQG) Games for Stochastic Integral Systems
- Nash equilibria for combined flow control and routing in networks: asymptotic behavior for a large number of users
- Nash, Social and Centralized Solutions to Consensus Problems via Mean Field Control Theory
- On the existence of equilibria in noncooperative optimal flow control
- Social Optima in Mean Field LQG Control: Centralized and Decentralized Strategies
- The law of large numbers with a continuum of i.i.d. random variables
Cited in
(9)- Infinite horizon multiobjective optimal control of stochastic cooperative linear-quadratic dynamic difference games
- Linear quadratic decentralized dynamic games for large population discrete-time stochastic multi-agent systems
- A class of interference induced games: asymptotic Nash equilibria and parameterized cooperative solutions
- Mean field games for large-population multiagent systems with Markov jump parameters
- Linear quadratic mean field games: decentralized \(O(1/N)\)-Nash equilibria
- Mean-field games for multiagent systems with multiplicative noises
- Linear-quadratic-Gaussian mixed games with continuum-parametrized minor players
- LQG mean field games with a major agent: Nash certainty equivalence versus probabilistic approach
- Lagrangian, Eulerian and Kantorovich formulations of multi-agent optimal control problems: equivalence and gamma-convergence
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