Mean Field Games With Parametrized Followers

DOI10.1109/TAC.2019.2910945zbMath1483.91031OpenAlexW2940500236WikidataQ127983937 ScholiaQ127983937MaRDI QIDQ5211308

Sheung Chi Phillip Yam, M. H. M. Chau, Thomas Cass, Alain Bensoussan

Publication date: 28 January 2020

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2019.2910945

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Mean field games (aspects of game theory) (91A16)

Related Items (3)

A linear-quadratic mean-field stochastic Stackelberg differential game with random exit time ⋮ Probabilistic Approach to Mean Field Games and Mean Field Type Control Problems with Multiple Populations ⋮ Social Optima in Mean Field Linear-Quadratic-Gaussian Control with Volatility Uncertainty

This page was built for publication: Mean Field Games With Parametrized Followers