Linear-Quadratic $N$-person and Mean-Field Games with Ergodic Cost
From MaRDI portal
Publication:5173271
DOI10.1137/140951795zbMath1308.91008arXiv1401.1421OpenAlexW2964128536MaRDI QIDQ5173271
Fabio S. Priuli, Martino Bardi
Publication date: 9 February 2015
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1401.1421
Noncooperative games (91A10) (n)-person games, (n>2) (91A06) Games with infinitely many players (91A07) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Stochastic games, stochastic differential games (91A15) Hamilton-Jacobi theories (49L99)
Related Items
Concentration of ground states in stationary mean-field games systems, Linear-quadratic mean field games, Linear quadratic mean field social optimization: Asymptotic solvability and decentralized control, Linear-quadratic mean-field-type games: a direct method, Existence of Weak Solutions to Stationary Mean-Field Games through Variational Inequalities, Convergence of Large Population Games to Mean Field Games with Interaction Through the Controls, Discrete-time ergodic mean-field games with average reward on compact spaces, Linear-Quadratic-Gaussian Mixed Mean-Field Games with Heterogeneous Input Constraints, From mean field games to the best reply strategy in a stochastic framework, Existence and uniqueness result for mean field games with congestion effect on graphs, Ergodic mean-field games with aggregation of Choquard-type, Subjective Equilibria Under Beliefs of Exogenous Uncertainty for Dynamic Games, On non-uniqueness and uniqueness of solutions in finite-horizon Mean Field Games, A unified approach to linear-quadratic-Gaussian mean-field team: homogeneity, heterogeneity and quasi-exchangeability, Ergodic control of McKean-Vlasov SDEs and associated Bellman equation, Linear-Quadratic Large-Population Problem with Partial Information: Hamiltonian Approach and Riccati Approach, Mean field games models of segregation, Continuous‐time stochastic gradient descent for optimizing over the stationary distribution of stochastic differential equations, Linear quadratic mean-field game with volatility uncertainty, A Mean Field Game of Optimal Stopping, Some partially observed multi-agent linear exponential quadratic stochastic differential games, Linear quadratic mean field Stackelberg differential games, Stochastic Games for Fuel Follower Problem: $N$ versus Mean Field Game, Steering the distribution of agents in mean-field games system, On the asymptotic nature of first order mean field games, Time-dependent focusing mean-field games: the sub-critical case, Nonlinear elliptic systems and mean-field games, On solutions of mean field games with ergodic cost, Forward-backward stochastic differential equations with monotone functionals and mean field games with common noise, Mean field games models -- a brief survey, A general characterization of the mean field limit for stochastic differential games, Risk-sensitive mean field games via the stochastic maximum principle, Stochastic evolutionary differential games toward a systems theory of behavioral social dynamics, A mean field games approach to cluster analysis, A policy iteration method for mean field games, Linear-quadratic \(N\)-person and mean-field games: infinite horizon games with discounted cost and singular limits, Sparse Control of Hegselmann--Krause Models: Black Hole and Declustering, Stationary focusing mean-field games, Linear quadratic mean field games: decentralized \(O(1/N)\)-Nash equilibria, Regularity and Sensitivity for McKean-Vlasov Type SPDEs Generated by Stable-like Processes, Robust linear quadratic mean field social control: A direct approach, Social optima in leader-follower mean field linear quadratic control, Optimal Policies for Convex Symmetric Stochastic Dynamic Teams and their Mean-Field Limit, Modeling and computation of an integral operator Riccati equation for an infinite-dimensional stochastic differential equation governing streamflow discharge
