Mean field games models -- a brief survey
From MaRDI portal
Publication:2514573
DOI10.1007/s13235-013-0099-2zbMath1314.91048OpenAlexW1997001104MaRDI QIDQ2514573
João Saúde, Diogo Aguiar Gomes
Publication date: 3 February 2015
Published in: Dynamic Games and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13235-013-0099-2
Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Other game-theoretic models (91A40) Mean field games (aspects of game theory) (91A16) PDEs in connection with mean field game theory (35Q89)
Related Items
Convergence of Large Population Games to Mean Field Games with Interaction Through the Controls, Robust Mean Field Linear Quadratic Social Control: Open-Loop and Closed-Loop Strategies, Stochastic programming with primal-dual dynamics: a mean-field game approach, Differential games for crowd dynamics and applications, Evolution of Mixed Strategies in Monotone Games, Generic properties of first-order mean field games, Partially observed discrete-time risk-sensitive mean field games, Discrete‐time mean field social control with a major agent, High order computation of optimal transport, mean field planning, and potential mean field games, A time-dependent switching mean-field game on networks motivated by optimal visiting problems, On non-uniqueness and uniqueness of solutions in finite-horizon Mean Field Games, Approximate Nash Equilibria in Partially Observed Stochastic Games with Mean-Field Interactions, A fast proximal gradient method and convergence analysis for dynamic mean field planning, Robust Mean Field Linear-Quadratic-Gaussian Games with Unknown $L^2$-Disturbance, Q-learning in regularized mean-field games, Analysis and Numerical Approximation of Stationary Second-Order Mean Field Game Partial Differential Inclusions, A Lagrange–Galerkin Scheme for First Order Mean Field Game Systems, Games associated with products of eigenvalues of the Hessian, Laplace principle for large population games with control interaction, The Master Equation for Large Population Equilibriums, On mean field games with common noise and McKean-Vlasov SPDEs, Controlling Propagation of Epidemics via Mean-Field Control, Computational Methods for First-Order Nonlocal Mean Field Games with Applications, Convergence of a Finite Difference Scheme to Weak Solutions of the System of Partial Differential Equations Arising in Mean Field Games, Mean‐field games for multiagent systems with multiplicative noises, Existence of weak solutions to first-order stationary mean-field games with Dirichlet conditions, Time-Dependent Mean-Field Games in the Subquadratic Case, Social Optima in Mean Field Linear-Quadratic-Gaussian Control with Volatility Uncertainty, Disordered high-dimensional optimal control, Analytic dependence on parameters for Evans' approximated weak KAM solutions, ``Phase diagram of a mean field game, Stochastic differential games for crowd evacuation problems: a paradox, Corruption and botnet defense: a mean field game approach, Strongly coupled elliptic equations related to mean-field games systems, A Probabilistic Approach to Classical Solutions of the Master Equation for Large Population Equilibria, Linear quadratic mean field social optimization: Asymptotic solvability and decentralized control, Mean field type control with congestion, Distances between transition probabilities of diffusions and applications to nonlinear Fokker-Planck-Kolmogorov equations, Opinion dynamics and stubbornness via multi-population mean-field games, Robust mean field social control problems with applications in analysis of opinion dynamics, Short-time existence of solutions for mean-field games with congestion, Second-order analysis of Fokker–Planck ensemble optimal control problems, Wellposedness of Mean Field Games with Common Noise under a Weak Monotonicity Condition, Mean field game of controls and an application to trade crowding, One-dimensional stationary mean-field games with local coupling, Homogenization of a Mean Field Game System in the Small Noise Limit, Markov--Nash Equilibria in Mean-Field Games with Discounted Cost, Robust mean field games, Existence of solutions to contact mean-field games of first order, Existence of Weak Solutions to Stationary Mean-Field Games through Variational Inequalities, Time-Dependent Mean-Field Games with Logarithmic Nonlinearities, Discrete-time ergodic mean-field games with average reward on compact spaces, Risk-awareness in multi-level building evacuation with smoke: Burj Khalifa case study, Evolutionary, mean-field and pressure-resistance game modelling of networks security, Non-coercive first order mean field games, Consensus via multi-population robust mean-field games, On the weak theory for mean field games systems, Existence for stationary mean-field games with congestion and quadratic Hamiltonians, A variational approach to second order mean field games with density constraints: the stationary case, Deterministic limit of mean field games associated with nonlinear Markov processes, Mean field games on prosumers, Partial differential equation models in the socio-economic sciences, Decentralized strategies for finite population linear-quadratic-Gaussian games and teams, Discrete processes and their continuous limits, Two numerical approaches to stationary mean-field games, Value iteration algorithm for mean-field games, Dynamic games with strategic complements and large number of players, Hamilton–Jacobi–Bellman Equations, Total reward semi-Markov mean-field games with complementarity properties, A Mean Field Game of Optimal Stopping, One-dimensional, non-local, first-order stationary mean-field games with congestion: a Fourier approach, An introduction to mean field game theory, Master equation for finite state mean field games with additive common noise, The Euler-Lagrange approximation of the mean field game for the planning problem, Continuous-time mean field games with finite state space and common noise, Existence of a solution to an equation arising from the theory of mean field games, Nonlinear elliptic systems and mean-field games, On solutions of mean field games with ergodic cost, Sharp semi-concavity in a non-autonomous control problem and \(L^p\) estimates in an optimal-exit MFG, Strong solutions for time-dependent mean field games with non-separable Hamiltonians, A mean-field game approach to price formation, A mean field games model for finite mixtures of Bernoulli and categorical distributions, Linear quadratic mean field type control and mean field games with common noise, with application to production of an exhaustible resource, Mean field type control with congestion. II: An augmented Lagrangian method, Mean field games for stochastic growth with relative utility, Mean-field-game model for botnet defense in cyber-security, Mean-field-game model of corruption, Mean field linear-quadratic control: uniform stabilization and social optimality, Weak solutions to Fokker-Planck equations and mean field games, Mean-field game modeling the bandwagon effect with activation costs, Numerical methods for finite-state mean-field games satisfying a monotonicity condition, On certain analytically solvable problems of mean field games theory, On an optimal control problem of time-fractional advection-diffusion equation, A general characterization of the mean field limit for stochastic differential games, Climb on the bandwagon: consensus and periodicity in a lifetime utility model with strategic interactions, Ergodic mean field games with Hörmander diffusions, Extended Deterministic Mean-Field Games, Stationary Mean Field Games Systems Defined on Networks, Weakly coupled mean-field game systems, Time-dependent mean-field games in the superquadratic case, Numerical solution of mean field problem with limited management resource, Cemracs 2017: numerical probabilistic approach to MFG, On the implementation of a primal-dual algorithm for second order time-dependent Mean Field Games with local couplings, Short time solution to the master equation of a first order mean field game, Discrete-time average-cost mean-field games on Polish spaces, Restoring uniqueness to mean-field games by randomizing the equilibria, Minimal-time mean field games, Career plans and wage structures: a mean field game approach, Approximate Markov-Nash Equilibria for Discrete-Time Risk-Sensitive Mean-Field Games, Dynamic pricing of new products in competitive markets: a mean-field game approach, The return function: a new computable perspective on Bayesian-Nash equilibria, Hybrid control for optimal visiting problems for a single player and for a crowd, Fourier approximation methods for first-order nonlocal mean-field games, The entry and exit game in the electricity markets: a mean-field game approach, Splitting methods for a class of non-potential mean field games, Stationary focusing mean-field games, Variational time-fractional mean field games, A Note on Nonconvex Mean Field Games, An ergodic problem for Mean Field Games: qualitative properties and numerical simulations, The variational structure and time-periodic solutions for mean-field games systems, Displacement convexity for first-order mean-field games, First and second order optimality conditions for the control of Fokker-Planck equations, Approximations of two-dimensional mean field games with nonsymmetric controls, Finite mean field games: fictitious play and convergence to a first order continuous mean field game, Linear quadratic mean field social control with common noise: a directly decoupling method, A mean-field formulation for the mean-variance control of discrete-time linear systems with multiplicative noises, On the system of partial differential equations arising in mean field type control, A model problem for mean field games on networks, A semi-Lagrangian scheme for a degenerate second order mean field game system
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Linear-quadratic mean field games
- Efficiency of the price formation process in presence of high frequency participants: a mean field game analysis
- An infinite-dimensional weak KAM theory via random variables
- Control of McKean-Vlasov dynamics versus mean field games
- On the planning problem for a class of mean field games
- Continuous time finite state mean field games
- An introduction to the Aubry-Mather theory
- On the minimizers of calculus of variations problems in Hilbert spaces
- On the Hughes' model for pedestrian flow: the one-dimensional case
- Transport equation and Cauchy problem for BV vector fields
- Mean field forward-backward stochastic differential equations
- Further PDE methods for weak KAM theory
- A reference case for mean field games models
- Mean field games. I: The stationary case
- Mean field games. II: Finite horizon and optimal control
- Existence and uniqueness result for mean field games with congestion effect on graphs
- Discrete time, finite state space mean field games
- Mean field games
- A modest proposal for MFG with density constraints
- Iterative strategies for solving linearized discrete mean field games systems
- Explicit solutions of some linear-quadratic mean field games
- A semi-discrete approximation for a first order mean field game problem
- Long time average of mean field games
- A-priori estimates for stationary mean-field games
- A computational fluid mechanics solution to the Monge-Kantorovich mass transfer problem
- A new method for large time behavior of degenerate viscous Hamilton-Jacobi equations with convex Hamiltonians
- Weak solutions to Fokker-Planck equations and mean field games
- A probabilistic weak formulation of mean field games and applications
- Entropy penalization methods for Hamilton-Jacobi equations
- On the existence of classical solutions for stationary extended mean field games
- Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
- Controlled Markov processes and viscosity solutions
- Long time average of first order mean field games and weak KAM theory
- The derivation of ergodic mean field game equations for several populations of players
- Time-dependent mean-field games in the superquadratic case
- Finite Difference Methods for Mean Field Games
- Mean Field Stochastic Games with Discrete States and Mixed Players
- Probabilistic Analysis of Mean-Field Games
- Long Time Average of Mean Field Games with a Nonlocal Coupling
- Mean Field Games: Numerical Methods for the Planning Problem
- Risk-Sensitive Mean-Field Games
- THE MATHER MEASURE AND A LARGE DEVIATION PRINCIPLE FOR THE ENTROPY PENALIZED METHOD
- Mather measures selected by an approximation scheme
- A stochastic analogue of Aubry-Mather theory*
- Large-Population LQG Games Involving a Major Player: The Nash Certainty Equivalence Principle
- COMPUTATION OF MEAN FIELD EQUILIBRIA IN ECONOMICS
- Linear-Quadratic-Gaussian Mixed Games with Continuum-Parametrized Minor Players
- Asymptotically Optimal Decentralized Control for Large Population Stochastic Multiagent Systems
- The NCE (Mean Field) Principle With Locality Dependent Cost Interactions
- Linear-Quadratic $N$-person and Mean-Field Games with Ergodic Cost
- Time-Dependent Mean-Field Games in the Subquadratic Case
- Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria
- Mean Field Games and Mean Field Type Control Theory
- Nash, Social and Centralized Solutions to Consensus Problems via Mean Field Control Theory
- Mean Field Games: Numerical Methods
- A stochastic Evans-Aronsson problem
- A Fully Discrete Semi-Lagrangian Scheme for a First Order Mean Field Game Problem
- Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
- Effective Hamiltonians and averaging for Hamiltonian dynamics. I