Control systems of interacting objects modeled as a game against nature under a mean field approach
From MaRDI portal
(Redirected from Publication:501744)
Recommendations
- A mean field absorbing control model for interacting objects systems
- A mean field approach for discounted zero-sum games in a class of systems of interacting objects
- Discrete-time control for systems of interacting objects with unknown random disturbance distributions: a mean field approach
- Approximation and mean field control of systems of large populations
- Mean field games and mean field type control theory
Cites work
- scientific article; zbMATH DE number 4061056 (Why is no real title available?)
- A mean field approach for optimization in discrete time
- Computation of mean field equilibria in economics
- Discounted robust control for Markov diffusion processes
- Discrete time, finite state space mean field games
- Discrete-time control for systems of interacting objects with unknown random disturbance distributions: a mean field approach
- Interaction particle systems for the computation of rare credit portfolio losses
- Large deviation properties of weakly interacting processes via weak convergence methods
- Large-population LQG games involving a major player: the Nash certainty equivalence principle
- MINIMAX STRATEGIES FOR AVERAGE COST STOCHASTIC GAMES WITH AN APPLICATION TO INVENTORY MODELS
- Mean Field for Markov Decision Processes: From Discrete to Continuous Optimization
- Mean field games
- Mean field games and mean field type control theory
- Mean field games: numerical methods
- Minimax Control of Discrete-Time Stochastic Systems
- Mixed risk-neutral/minimax control of discrete-time, finite-state Markov decision processes
- New macroeconomic modeling approaches. Hierarchical dynamics and mean- field approximation
- On the rate of convergence for the mean-field approximation of controlled diffusions with large number of players
- On the use of stochastic differential games against nature to ergodic control problems with unknown parameters
- Robust optimal control for a consumption-investment problem
- Semi-Markov control models with partially known holding times distribution: discounted and average criteria
Cited in
(10)- An abelian theorem for a Markov decision process in a system of interacting objects with unknown random disturbance law
- Discrete-time mean-field stochastic linear-quadratic optimal control problem with finite horizon
- Discrete-time control for systems of interacting objects with unknown random disturbance distributions: a mean field approach
- Stochastic Mitra-Wan forestry models analyzed as a mean field optimal control problem
- A mean field absorbing control model for interacting objects systems
- A mean field approach for discounted zero-sum games in a class of systems of interacting objects
- Approximation and mean field control of systems of large populations
- The LQG Game Against Nature
- Mean field Markov decision processes
- Controlled Switching Diffusions Under Ambiguity: The Average Criterion
This page was built for publication: Control systems of interacting objects modeled as a game against nature under a mean field approach
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q501744)
