Long time average of first order mean field games and weak KAM theory

From MaRDI portal
Publication:2514567


DOI10.1007/s13235-013-0091-xzbMath1314.91043arXiv1305.7012OpenAlexW2594297941MaRDI QIDQ2514567

Pierre Cardaliaguet

Publication date: 3 February 2015

Published in: Dynamic Games and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1305.7012



Related Items

Mean-field SDEs with jumps and nonlocal integral-PDEs, Simultaneous recoveries for semilinear parabolic systems, Linear-quadratic mean field games, Linear quadratic mean field social optimization: Asymptotic solvability and decentralized control, Random features for high-dimensional nonlocal mean-field games, Uniqueness for linear-quadratic mean field games with common noise, Equilibrium price formation with a major player and its mean field limit, One-dimensional stationary mean-field games with local coupling, Existence of solutions to contact mean-field games of first order, Existence of Weak Solutions to Stationary Mean-Field Games through Variational Inequalities, Mean-field games with a major player, Mean-field forward and backward SDEs with jumps and associated nonlocal quasi-linear integral-PDEs, Finite state mean field games with Wright-Fisher common noise, The density evolution of the killed McKean–Vlasov process, Multipopulation Minimal-Time Mean Field Games, Short-time existence for a general backward-forward parabolic system arising from mean-field games, Discrete-time ergodic mean-field games with average reward on compact spaces, Well-posedness for some non-linear SDEs and related PDE on the Wasserstein space, Non-coercive first order mean field games, On the weak theory for mean field games systems, Solving mean field rough differential equations, Long time behavior of the master equation in mean field game theory, Deterministic limit of mean field games associated with nonlinear Markov processes, Doubly-stochastic interpretation for nonlocal semi-linear backward stochastic partial differential equations, Deterministic mean field games with control on the acceleration, High order computation of optimal transport, mean field planning, and potential mean field games, Weak KAM approach to first-order mean field games with state constraints, Polarization and coherence in mean field games driven by private and social utility, Strong convergence of Euler-Maruyama schemes for doubly perturbed McKean-Vlasov stochastic differential equations, Viability analysis of the first-order mean field games, Kolmogorov equations on spaces of measures associated to nonlinear filtering processes, From mean field games to Navier-Stokes equations, A unified approach to linear-quadratic-Gaussian mean-field team: homogeneity, heterogeneity and quasi-exchangeability, A Discrete Weak KAM Method for First-Order Stationary Mean Field Games, A singular perturbation problem for mean field games of acceleration: application to mean field games of control, A level-set approach for stochastic optimal control problems under controlled-loss constraints, On a mean field optimal control problem, The mean field Schrödinger problem: ergodic behavior, entropy estimates and functional inequalities, Learning in mean field games: The fictitious play, Existence and uniqueness of solutions for Bertrand and Cournot mean field games, Proximal Methods for Stationary Mean Field Games with Local Couplings, Hamilton–Jacobi–Bellman Equations, On the existence of classical solutions for stationary extended mean field games, Unnamed Item, Unnamed Item, One-dimensional, non-local, first-order stationary mean-field games with congestion: a Fourier approach, An introduction to mean field game theory, Lecture notes on variational mean field games, Attainability property for a probabilistic target in Wasserstein spaces, Existence of weak solutions to time-dependent mean-field games, Rate control under heavy traffic with strategic servers, General mean-field BDSDEs with continuous coefficients, Optimal control of multiagent systems in the Wasserstein space, Sharp semi-concavity in a non-autonomous control problem and \(L^p\) estimates in an optimal-exit MFG, Probabilistic approach to finite state mean field games, From the backward Kolmogorov PDE on the Wasserstein space to propagation of chaos for McKean-Vlasov SDEs, Linear quadratic mean field type control and mean field games with common noise, with application to production of an exhaustible resource, A stochastic maximum principle for general mean-field systems, Ergodic behavior of control and mean field games problems depending on acceleration, Computational Methods for First-Order Nonlocal Mean Field Games with Applications, Convergence, fluctuations and large deviations for finite state mean field games via the master equation, Weak KAM theory for potential MFG, Mean field games models -- a brief survey, Propagation of chaos for mean field rough differential equations, Schauder estimates for a class of potential mean field games of controls, A general characterization of the mean field limit for stochastic differential games, Weakly coupled mean-field game systems, Time-dependent mean-field games in the superquadratic case, Short time solution to the master equation of a first order mean field game, Minimal-time mean field games, New estimates on the regularity of the pressure in density‐constrained mean field games, Non coercive unbounded first order mean field games: the Heisenberg example, On the long time convergence of potential MFG, Fourier approximation methods for first-order nonlocal mean-field games, Splitting methods for a class of non-potential mean field games, Linear quadratic mean field games: decentralized \(O(1/N)\)-Nash equilibria, Submodular mean field games: existence and approximation of solutions, Convergence Analysis of Machine Learning Algorithms for the Numerical Solution of Mean Field Control and Games I: The Ergodic Case, Long-time behavior of first-order mean field games on Euclidean space, Time-periodic Evans approach to weak KAM theory, The variational structure and time-periodic solutions for mean-field games systems, Mean Field Control and Mean Field Game Models with Several Populations, Time-Dependent Mean-Field Games in the Subquadratic Case, Finite mean field games: fictitious play and convergence to a first order continuous mean field game, Mean field games systems of first order, On the Graphon Mean Field Game equations: Individual agent affine dynamics and mean field dependent performance functions, Convergence analysis of machine learning algorithms for the numerical solution of mean field control and games. II: The finite horizon case



Cites Work