Decomposition and mean-field approach to mixed integer optimal compensation problems

DOI10.1007/s10957-016-0881-6zbMath1406.91019OpenAlexW2279375100WikidataQ59469431 ScholiaQ59469431MaRDI QIDQ289132

Tamer Başar, Dario Bauso, Quanyan Zhu

Publication date: 27 May 2016

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-016-0881-6

zbMATH Keywords

optimal controlmixed integer optimizationmean-field games

Mathematics Subject Classification ID

Mixed integer programming (90C11) 2-person games (91A05) Applications of optimal control and differential games (49N90) Differential games (aspects of game theory) (91A23) Games with infinitely many players (91A07) Stochastic games, stochastic differential games (91A15)

Related Items (4)

Game theoretic decentralized feedback controls in Markov jump processes ⋮ Dynamic games with strategic complements and large number of players ⋮ Mean-field game modeling the bandwagon effect with activation costs ⋮ Dynamic coordination games with activation costs

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Robust mean field games
• The integer approximation error in mixed-integer optimal control
• Boolean-controlled systems via receding horizon and linear programing
• Convex relaxations for mixed integer predictive control
• Mean field games. I: The stationary case
• Distributed average consensus with least-mean-square deviation
• Mean field games. II: Finite horizon and optimal control
• Mean field games
• Direct methods with maximal lower bound for mixed-integer optimal control problems
• Efficient upper and lower bounds for global mixed-integer optimal control
• Lyapunov conditions for input-to-state stability of impulsive systems
• Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
• Mean Field Games: Numerical Methods for the Planning Problem
• Risk-Sensitive Mean-Field Games
• COMPUTATION OF MEAN FIELD EQUILIBRIA IN ECONOMICS
• Lot-Sizing with Constant Batches: Formulation and Valid Inequalities
• A unified framework for hybrid control: model and optimal control theory
• A Class of Team Problems with Discrete Action Spaces: Optimality Conditions Based on Multimodularity
• A Framework for Robust Stability of Systems Over Finite Alphabets
• Opinion Fluctuations and Disagreement in Social Networks
• Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria
• Mean Field Games: Numerical Methods
• Production Planning by Mixed Integer Programming

This page was built for publication: Decomposition and mean-field approach to mixed integer optimal compensation problems