Control systems of interacting objects modeled as a game against nature under a mean field approach
DOI10.3934/JDG.2017004zbMATH Open1352.93105OpenAlexW2566277785MaRDI QIDQ501744FDOQ501744
Authors: J. Adolfo Minjárez-Sosa, Héctor Jasso-Fuentes, Carmen G. Higuera-Chan
Publication date: 10 January 2017
Published in: Journal of Dynamics and Games (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jdg.2017004
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
discounted criterionmean field theorysystems of interacting objectsminimax controlgames against nature
Interacting random processes; statistical mechanics type models; percolation theory (60K35) Decentralized systems (93A14) Large-scale systems (93A15) Optimal stochastic control (93E20)
Cites Work
- Mean field games
- Large-population LQG games involving a major player: the Nash certainty equivalence principle
- Computation of mean field equilibria in economics
- Title not available (Why is that?)
- Mean field games and mean field type control theory
- Mean field games: numerical methods
- Mean Field for Markov Decision Processes: From Discrete to Continuous Optimization
- Discrete time, finite state space mean field games
- Minimax Control of Discrete-Time Stochastic Systems
- A mean field approach for optimization in discrete time
- Large deviation properties of weakly interacting processes via weak convergence methods
- 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
- 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
- Robust optimal control for a consumption-investment problem
- MINIMAX STRATEGIES FOR AVERAGE COST STOCHASTIC GAMES WITH AN APPLICATION TO INVENTORY MODELS
- On the use of stochastic differential games against nature to ergodic control problems with unknown parameters
- Discounted robust control for Markov diffusion processes
- Mixed risk-neutral/minimax control of discrete-time, finite-state Markov decision processes
- Semi-Markov control models with partially known holding times distribution: discounted and average criteria
Cited In (8)
- Discrete-time mean-field stochastic linear-quadratic optimal control problem with finite horizon
- 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)