Extended Deterministic Mean-Field Games

DOI10.1137/130944503zbMath1343.49060arXiv1305.2600OpenAlexW2265105391MaRDI QIDQ2807396

Diogo Aguiar Gomes, Vardan K. Voskanyan

Publication date: 20 May 2016

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1305.2600

zbMATH Keywords

differential gamesHamilton-Jacobi equationsmean-field gamesdeterministic controlrandom variables methods

Mathematics Subject Classification ID

Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Games with infinitely many players (91A07) Stochastic games, stochastic differential games (91A15) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Existence of optimal solutions to problems involving randomness (49J55)

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