-Nash mean-field games for linear-quadratic systems with random jumps and applications
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\(\varepsilon\)-Nash mean-field games for linear-quadratic systems with random jumps and applications
\(\varepsilon\)-Nash mean-field games for linear-quadratic systems with random jumps and applications
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Cites work
- \epsilon-Nash Equilibria for Partially Observed LQG Mean Field Games With a Major Player
- -Nash mean field game theory for nonlinear stochastic dynamical systems with major and minor agents
- A risk-sensitive stochastic maximum principle for optimal control of jump diffusions and its applications
- A stochastic maximum principle for systems with jumps, with applications to finance.
- Asymptotically Optimal Decentralized Control for Large Population Stochastic Multiagent Systems
- Backward Mean-Field Linear-Quadratic-Gaussian (LQG) Games: Full and Partial Information
- Distributed control of multi-agent systems with random parameters and a major agent
- Financial Modelling with Jump Processes
- Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control
- scientific article; zbMATH DE number 43057 (Why is no real title available?)
- Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
- Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized \varepsilon-Nash Equilibria
- Large-population LQG games involving a major player: the Nash certainty equivalence principle
- Linear Quadratic Risk-Sensitive and Robust Mean Field Games
- Linear-quadratic mean field games
- Markov Perfect Industry Dynamics With Many Firms
- Maximum principle for forward-backward stochastic control system with random jumps and applications to finance
- Mean field games
- Mean field games for large-population multiagent systems with Markov jump parameters
- Nash, Social and Centralized Solutions to Consensus Problems via Mean Field Control Theory
- Numerical solution of stochastic differential equations with jumps in finance
- Option pricing when underlying stock returns are discontinuous
- Risk-Sensitive Mean-Field Games
- Robust mean field games for coupled Markov jump linear systems
- The NCE (Mean Field) Principle With Locality Dependent Cost Interactions
- Vaccination and the theory of games
Cited in
(20)- Linear-quadratic mean-field-type games: a direct method
- A class of hybrid LQG mean field games with state-invariant switching and stopping strategies
- \(\epsilon\)-Nash mean-field games for general linear-quadratic systems with applications
- Pontryagin's maximum principle for optimal control of stochastic SEIR models
- \(\varepsilon\)-Nash equilibrium in stochastic differential games with mean-field interaction and controlled jumps
- Game theoretic decentralized feedback controls in Markov jump processes
- -Nash mean field game theory for nonlinear stochastic dynamical systems with major and minor agents
- Robust mean field games for coupled Markov jump linear systems
- Mean field games for large-population multiagent systems with Markov jump parameters
- Mean-field FBSDE and optimal control
- Time-inconsistent LQ games for large-population systems and applications
- Risk-sensitive large-population linear-quadratic-Gaussian games with major and minor agents
- Linear-quadratic mean-field game for stochastic large-population systems with jump diffusion
- -Nash mean-field games for stochastic linear-quadratic systems with delay and applications
- On a class of linear quadratic Gaussian quantilized mean field games
- Mean-field social optimization for linear-quadratic Markov switching systems with Poisson jumps
- Time-inconsistent large-population linear-quadratic games with major and minor agents
- Linear-quadratic graphon mean field games with common noise
- Pareto optimality in cooperative differential game of nonlinear mean-field backward stochastic system
- Maximum principle for near-optimality of mean-field FBSDEs
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