A Maximum Principle Approach to a Deterministic Mean Field Game of Control with Absorption
From MaRDI portal
Publication:5045004
DOI10.1137/21M1412451zbMath1503.91027arXiv2104.06152OpenAlexW4304976907MaRDI QIDQ5045004
Ronnie Sircar, Ulrich Horst, Paulwin Graewe
Publication date: 3 November 2022
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2104.06152
Optimal stochastic control (93E20) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76) Mean field games (aspects of game theory) (91A16)
Related Items (1)
Cites Work
- Unnamed Item
- Mean field games
- Anonymous sequential games
- Anonymous games with binary actions
- \(N\)-player games and mean-field games with absorption
- Existence and uniqueness of solutions for Bertrand and Cournot mean field games
- \(N\)-player games and mean-field games with smooth dependence on past absorptions
- Approximate Nash equilibria in anonymous games
- Mean field games and systemic risk
- Bertrand and Cournot mean field games
- Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
- Stationary equilibria in discounted stochastic games with weakly interacting players
- A class of games possessing pure-strategy Nash equilibria
- Mean-Field Leader-Follower Games with Terminal State Constraint
- A Mean Field Game of Optimal Portfolio Liquidation
- On Mean Field Games models for exhaustible commodities trade
- Mean Field Games and Mean Field Type Control Theory
- Fracking, Renewables, and Mean Field Games
- Mean-Field Game Strategies for Optimal Execution
- Games with Exhaustible Resources
This page was built for publication: A Maximum Principle Approach to a Deterministic Mean Field Game of Control with Absorption