A class of hybrid LQG mean field games with state-invariant switching and stopping strategies
From MaRDI portal
Publication:2139373
DOI10.1016/j.automatica.2022.110244zbMath1491.91019arXiv1810.02920OpenAlexW4225759778MaRDI QIDQ2139373
Ali Pakniyat, Dena Firoozi, Peter E. Caines
Publication date: 17 May 2022
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1810.02920
Noncooperative games (91A10) Linear-quadratic optimal control problems (49N10) Mean field games and control (49N80) Mean field games (aspects of game theory) (91A16)
Related Items (3)
The density evolution of the killed McKean–Vlasov process ⋮ A mean‐field game approach to equilibrium pricing in solar renewable energy certificate markets ⋮ Sufficient Conditions for Optimality and Asymptotic Stability in Two-Player Zero-Sum Hybrid Games
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A probabilistic approach to mean field games with major and minor players
- Mean field games. I: The stationary case
- Mean field games. II: Finite horizon and optimal control
- Mean field games
- Stochastic hybrid control
- The execution problem in finance with major and minor traders: a mean field game formulation
- 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 Stackelberg differential games
- Exploratory LQG mean field games with entropy regularization
- Convex analysis for LQG systems with applications to major-minor LQG mean-field game systems
- The maximum principle for the nonlinear stochastic optimal control problem of switching systems
- Hybrid optimal control of an electric vehicle with a dual-planetary transmission
- Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
- On the Optimal Control of Impulsive Hybrid Systems on Riemannian Manifolds
- $\epsilon$-Nash Mean Field Game Theory for Nonlinear Stochastic Dynamical Systems with Major and Minor Agents
- LQ Nash Games With Random Entrance: An Infinite Horizon Major Player and Minor Players of Finite Horizons
- Large-Population LQG Games Involving a Major Player: The Nash Certainty Equivalence Principle
- The Master Equation and the Convergence Problem in Mean Field Games
- On the Relation Between the Minimum Principle and Dynamic Programming for Classical and Hybrid Control Systems
- Linear-Quadratic-Gaussian Mixed Games with Continuum-Parametrized Minor Players
- On the Hybrid Minimum Principle: The Hamiltonian and Adjoint Boundary Conditions
- $\epsilon$-Nash Equilibria for Major–Minor LQG Mean Field Games With Partial Observations of All Agents
- Mean-Field Games of Optimal Stopping: A Relaxed Solution Approach
- Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria
- On the Hybrid Optimal Control Problem: Theory and Algorithms
- Mean Field Game Theory with a Partially Observed Major Agent
- Hybrid Necessary Principle
- Mean Field Games and Mean Field Type Control Theory
- Probabilistic Theory of Mean Field Games with Applications I
- Linear-Quadratic Mean Field Stackelberg Games with State and Control Delays
- $\epsilon$-Nash Equilibria for Partially Observed LQG Mean Field Games With a Major Player
- Mean‐field games with differing beliefs for algorithmic trading
This page was built for publication: A class of hybrid LQG mean field games with state-invariant switching and stopping strategies
