N-player games and mean field games of moderate interactions

DOI10.1007/S00245-022-09834-7MaRDI QIDQ2674435zbMATH OpenOpenAlexFDO

Authors Maddalena Ghio, Giulia Livieri, Franco Flandoli

Publication date 12 September 2022

Published in Applied Mathematics and Optimization (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/2104.03944

zbMATH Keywords

interacting populationsmean-field type gamemoderate interactionoptimal control

Mathematics Subject Classification ID

Applications of optimal control and differential games (49N90) Exchangeability for stochastic processes (60G09) Applications of stochastic analysis (to PDEs, etc.) (60H30) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Mean field games (aspects of game theory) (91A16)

Recommendations

• Mean field games. I: The stationary case
• On the connection between symmetric \(N\)-player games and mean field games
• Convergence of Large Population Games to Mean Field Games with Interaction Through the Controls
• Continuous time finite state mean field games
• Mean field games

Cites work

• A certain class of diffusion processes associated with nonlinear parabolic equations
• A law of large numbers for moderately interacting diffusion processes
• A martingale approach to the law of large numbers for weakly interacting stochastic processes
• An interacting particle system modelling aggregation behavior: from individuals to populations
• An introduction to mean field game theory
• Analytic semigroups and optimal regularity in parabolic problems
• Applied functional analysis. Functional analysis, Sobolev spaces and elliptic differential equations
• Compactification methods in the control of degenerate diffusions: existence of an optimal control
• Convergence of Baire measures
• Hitchhiker's guide to the fractional Sobolev spaces
• scientific article; zbMATH DE number 3664138 (Why is no real title available?)
• Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
• Martingale measures and stochastic calculus
• Mean field games
• Mean field games. II: Finite horizon and optimal control
• Mean-field type modeling of nonlocal crowd aversion in pedestrian crowd dynamics
• Numerical Methods for Stochastic Control Problems in Continuous Time
• ON STRONG SOLUTIONS AND EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC INTEGRAL EQUATIONS
• On the convergence of closed-loop Nash equilibria to the mean field game limit
• Probabilistic theory of mean field games with applications II. Mean field games with common noise and master equations
• Regularity theory for mean-field game systems
• Semigroups of linear operators and applications to partial differential equations
• The convergence problem in mean field games with local coupling
• Weak solutions to Fokker-Planck equations and mean field games

Cited in

(8)

• \(N\)-player games and mean-field games with smooth dependence on past absorptions
• The derivation of ergodic mean field game equations for several populations of players
• Mean field games: A toy model on an Erdös-Renyi graph.
• N-player games and mean field games of moderate interactions
• On a differential generalized Nash equilibrium problem with mean field interaction
• Quantitative particle approximation of nonlinear stochastic Fokker-Planck equations with singular kernel
• Convergence rate for moderate interaction particles and application to mean field games
• From particle systems to the stochastic compressible Navier-Stokes equations of a barotropic fluid

This page was built for publication: \(N\)-player games and mean field games of moderate interactions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2674435)