The NCE (Mean Field) Principle With Locality Dependent Cost Interactions

DOI10.1109/TAC.2010.2069410MaRDI QIDQ4979031zbMATH OpenFDO

Authors M. Y. Huang, Peter E. Caines, Roland P. Malhamé

Publication date 25 August 2017

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TAC.2010.2069410

Mathematics Subject Classification ID

Linear-quadratic optimal control problems (49N10) Stochastic games, stochastic differential games (91A15) Decentralized systems (93A14)

Cited in

(23)

• The convergence problem in mean field games with local coupling
• Homogenization of the backward-forward mean-field games systems in periodic environments
• The household behavior modeling based on mean field games approach
• Numerical study of the stock market crises based on mean field games approach
• Deterministic limit of mean field games associated with nonlinear Markov processes
• Numerical solution of mean field games problems with turnpike effect
• Connections between mean-field game and social welfare optimization
• Mean field games models -- a brief survey
• On the rate of convergence for the mean-field approximation of controlled diffusions with large number of players
• Decentralized strategies for finite population linear-quadratic-Gaussian games and teams
• Mean field stochastic games with discrete states and mixed players
• Existence of a solution to an equation arising from the theory of mean field games
• Decentralized control of discrete-time system with delay in mean field LQR problem
• Recent Developments in Controlled Crowd Dynamics
• Graphon mean field games and their equations
• \(\varepsilon\)-Nash mean-field games for linear-quadratic systems with random jumps and applications
• Closed-Loop Equilibrium for Time-Inconsistent McKean--Vlasov Controlled Problem
• Mean-Field Approximations for Stochastic Population Processes with Heterogeneous Interactions
• Infinite horizon LQG graphon mean field games: explicit Nash values and local minima
• Social optimal mean field control problem for population growth model
• The group behavior analysis of the high-frequency traders based on mean field games approach
• Modelling the dynamics of social protests: mean-field games and inverse problems
• Studying the well-posedness of the boundary value problem for a system of Riccati type equations based on the concept of mean field games

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