From mean field games to the best reply strategy in a stochastic framework

DOI10.3934/jdg.2019020zbMath1437.49054arXiv1911.04164OpenAlexW3103412129WikidataQ126860697 ScholiaQ126860697MaRDI QIDQ2179034

Matt Barker

Publication date: 12 May 2020

Published in: Journal of Dynamics and Games (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1911.04164

zbMATH Keywords

model predictive controlstochastic differential gameslinear-quadratic gamesmean field gamesbest reply strategy

Mathematics Subject Classification ID

Control/observation systems governed by partial differential equations (93C20) Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Linear-quadratic optimal control problems (49N10) Stochastic games, stochastic differential games (91A15) PDEs in connection with control and optimization (35Q93) Mean field games and control (49N80)

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