The NCE (Mean Field) Principle With Locality Dependent Cost Interactions
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Publication:4979031
DOI10.1109/TAC.2010.2069410zbMATH Open1368.49040MaRDI QIDQ4979031FDOQ4979031
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)
Linear-quadratic optimal control problems (49N10) Stochastic games, stochastic differential games (91A15) Decentralized systems (93A14)
Cited In (21)
- Mean field stochastic games with discrete states and mixed players
- Mean-Field Approximations for Stochastic Population Processes with Heterogeneous Interactions
- Infinite horizon LQG graphon mean field games: explicit Nash values and local minima
- The convergence problem in mean field games with local coupling
- Closed-Loop Equilibrium for Time-Inconsistent McKean--Vlasov Controlled Problem
- Connections between mean-field game and social welfare optimization
- Recent Developments in Controlled Crowd Dynamics
- Homogenization of the backward-forward mean-field games systems in periodic environments
- The group behavior analysis of the high-frequency traders based on mean field games approach
- Mean field games models -- a brief survey
- ϵ-Nash mean-field games for linear-quadratic systems with random jumps and applications
- The household behavior modeling based on mean field games approach
- Decentralized strategies for finite population linear-quadratic-Gaussian games and teams
- Numerical study of the stock market crises based on mean field games approach
- 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
- Deterministic limit of mean field games associated with nonlinear Markov processes
- Social optimal mean field control problem for population growth model
- Numerical solution of mean field games problems with turnpike effect
- On the rate of convergence for the mean-field approximation of controlled diffusions with large number of players
- Graphon Mean Field Games and Their Equations
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