LQG mean field games with a major agent: Nash certainty equivalence versus probabilistic approach

DOI10.1016/J.AUTOMATICA.2022.110559zbMath1502.91008arXiv2012.04866OpenAlexW3111009347MaRDI QIDQ2097714

Dena Firoozi

Publication date: 14 November 2022

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2012.04866

zbMATH Keywords

Nash equilibriumprobabilistic approachmajor-minor LQG mean field gamesNash certainty equivalence

Mathematics Subject Classification ID

Linear-quadratic optimal control problems (49N10) Mean field games and control (49N80) Mean field games (aspects of game theory) (91A16)

Cites Work

• A probabilistic approach to mean field games with major and minor players
• Mean-field games with a major player
• An alternative approach to mean field game with major and minor players, and applications to herders impacts
• Linear-quadratic mean field games with a major player: Nash certainty equivalence versus master equations
• Convex analysis for LQG systems with applications to major-minor LQG mean-field game systems
• $\epsilon$-Nash Mean Field Game Theory for Nonlinear Stochastic Dynamical Systems with Major and Minor Agents
• Large-Population LQG Games Involving a Major Player: The Nash Certainty Equivalence Principle
• Remarks on Nash equilibria in mean field game models with a major player

This page was built for publication: LQG mean field games with a major agent: Nash certainty equivalence versus probabilistic approach