Mean field stochastic linear quadratic games for continuum-parameterized multi-agent systems
DOI10.1016/J.JFRANKLIN.2018.05.003zbMATH Open1395.91032OpenAlexW2807125569WikidataQ129729233 ScholiaQ129729233MaRDI QIDQ1661837FDOQ1661837
Authors: Zongze Wu, Zhi-Peng Li, Minyue Fu, Huanshui Zhang 
Publication date: 17 August 2018
Published in: Journal of the Franklin Institute (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jfranklin.2018.05.003
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continuum-parameterized multi-agent systemsdecentralized control lawsmean field stochastic linear quadratic games
Differential games (aspects of game theory) (91A23) Linear-quadratic optimal control problems (49N10) Agent technology and artificial intelligence (68T42) Stochastic games, stochastic differential games (91A15) Decentralized systems (93A14) Optimal stochastic control (93E20)
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Cited In (9)
- LQG mean field games with a major agent: Nash certainty equivalence versus probabilistic approach
- Linear quadratic decentralized dynamic games for large population discrete-time stochastic multi-agent systems
- Lagrangian, Eulerian and Kantorovich formulations of multi-agent optimal control problems: equivalence and gamma-convergence
- A class of interference induced games: asymptotic Nash equilibria and parameterized cooperative solutions
- Infinite horizon multiobjective optimal control of stochastic cooperative linear-quadratic dynamic difference games
- Linear quadratic mean field games: decentralized \(O(1/N)\)-Nash equilibria
- Mean field games for large-population multiagent systems with Markov jump parameters
- Mean-field games for multiagent systems with multiplicative noises
- Linear-quadratic-Gaussian mixed games with continuum-parametrized minor players
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