Extended deterministic mean-field games
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Publication:2807396
DOI10.1137/130944503zbMATH Open1343.49060arXiv1305.2600OpenAlexW2265105391MaRDI QIDQ2807396FDOQ2807396
Publication date: 20 May 2016
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Abstract: In this paper, we consider mean-field games where the interaction of each player with the mean-field takes into account not only the states of the players but also their collective behavior, To do so, we develop a random variable framework that is particularly convenient for these problems. We prove an existence result for extended mean-field games and establish uniqueness conditions. In the last section, we consider the Master Equation and discuss properties of its solutions.
Full work available at URL: https://arxiv.org/abs/1305.2600
differential gamesHamilton-Jacobi equationsmean-field gamesdeterministic controlrandom variables methods
Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Existence of optimal solutions to problems involving randomness (49J55) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Games with infinitely many players (91A07) Stochastic games, stochastic differential games (91A15)
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