Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized \varepsilon-Nash Equilibria

DOI10.1109/TAC.2007.904450zbMATH Open1366.91016MaRDI QIDQ5282222FDOQ5282222

Authors: M. Y. Huang, Peter E. Caines, Roland P. Malhamé

Publication date: 27 July 2017

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

Differential games (aspects of game theory) (91A23) Stochastic games, stochastic differential games (91A15) Decentralized systems (93A14) Stochastic stability in control theory (93E15)

Cited In (only showing first 100 items - show all)

An introduction to mean field game theory
Approximate Markov-Nash Equilibria for Discrete-Time Risk-Sensitive Mean-Field Games
Viscosity Solutions for Controlled McKean--Vlasov Jump-Diffusions
Ergodic behavior of control and mean field games problems depending on acceleration
Mean field games of controls: propagation of monotonicities
Sharp semi-concavity in a non-autonomous control problem and $L^p$ estimates in an optimal-exit MFG
On Mean Field Games models for exhaustible commodities trade
Dynamic marketing policies with rating-sensitive consumers: a mean-field games approach
Mean field games of controls: finite difference approximations
An integral control formulation of mean field game based large scale coordination of loads in smart grids
Mean field production output control with sticky prices: Nash and social solutions
A dynamic collective choice model with an advertiser
Mean field linear-quadratic control: uniform stabilization and social optimality
Viability analysis of the first-order mean field games
Existence of weak solutions to time-dependent mean-field games
Mean-field game modeling the bandwagon effect with activation costs
On non-uniqueness in mean field games
Dynamic pricing of new products in competitive markets: a mean-field game approach
Linear-quadratic Stackelberg game for mean-field backward stochastic differential system and application
Title not available (Why is that?)
Maximum principle for mean-field zero-sum stochastic differential game with partial information and its application to finance
Ergodic theory for controlled Markov chains with stationary inputs
Computational Methods for First-Order Nonlocal Mean Field Games with Applications
Terminal Ranking Games
Game theoretic decentralized feedback controls in Markov jump processes
Stationary mean-field games with logistic effects
From the master equation to mean field game limit theory: a central limit theorem
Mean-Field Controls with Q-Learning for Cooperative MARL: Convergence and Complexity Analysis
The finite difference approximation preserving conjugate properties of the mean-field game equations
Mean field games with state constraints: from mild to pointwise solutions of the PDE system
The density evolution of the killed McKean–Vlasov process
Approximate Nash Equilibria in Partially Observed Stochastic Games with Mean-Field Interactions
Homogenization of the backward-forward mean-field games systems in periodic environments
C$^{1,1}$-smoothness of constrained solutions in the calculus of variations with application to mean field games
Ergodic mean-field games with aggregation of Choquard-type
Mean field games with monotonous interactions through the law of states and controls of the agents
Discrete-time average-cost mean-field games on Polish spaces
Existence theory for a time-dependent mean field games model of household wealth
Image-dependent conditional McKean-Vlasov SDEs for measure-valued diffusion processes
On classical solutions to the mean field game system of controls
Restoring uniqueness to mean-field games by randomizing the equilibria
Design and analysis of distributed optimal controller for identical multiagent systems
Necessary/sufficient conditions for Pareto optimality in finite horizon mean-field type stochastic differential game
Linear-quadratic non-zero sum differential game for mean-field stochastic systems with asymmetric information
Minimal-time mean field games
Ergodic mean field games with Hörmander diffusions
Linear quadratic optimal control problems for mean-field backward stochastic differential equations
On the convergence of closed-loop Nash equilibria to the mean field game limit
Mean field game for linear-quadratic stochastic recursive systems
Approximations of two-dimensional mean field games with nonsymmetric controls
The variational structure and time-periodic solutions for mean-field games systems
Mild and weak solutions of Mean Field Games problem for linear control systems
A mean-field game approach to price formation
Splitting methods for a class of non-potential mean field games
Robust designs through risk sensitivity: an overview
Value iteration algorithm for mean-field games
A maximum principle for mean-field stochastic control system with noisy observation
Equilibrium pricing of securities in the co-presence of cooperative and non-cooperative populations
Fourier approximation methods for first-order nonlocal mean-field games
Deterministic limit of mean field games associated with nonlinear Markov processes
Mean field games with common noises and conditional distribution dependent FBSDEs
Robust Mean Field Linear-Quadratic-Gaussian Games with Unknown $L^2$-Disturbance
A singular perturbation problem for mean field games of acceleration: application to mean field games of control
Stochastic Games for Fuel Follower Problem: $N$ versus Mean Field Game
Approximating Nash equilibrium for optimal consumption in stochastic growth model with jumps
Solvability of infinite horizon McKean-Vlasov FBSDEs in mean field control problems and games
Short time solution to the master equation of a first order mean field game
Leader-follower decentralized optimal control for large population hexarotors with tilted propellers: a Stackelberg game approach
Probabilistic interpretation for Sobolev solutions of McKean-Vlasov partial differential equations
Discrete approximation of stationary mean field games
Approachability in population games
Linear-quadratic-Gaussian mean-field-game with partial observation and common noise
Rates of convergence for the policy iteration method for mean field games systems
Linear quadratic mean field social optimization: Asymptotic solvability and decentralized control
Steering the distribution of agents in mean-field games system
Smoothing properties of McKean-Vlasov SDEs
Backward-forward linear-quadratic mean-field games with major and minor agents
Dynamic games with strategic complements and large number of players
Mean-Field Game Strategies for Optimal Execution
Systemic risk and interbank lending
Existence theory for non-separable mean field games in Sobolev spaces
Stochastic recursive optimal control problem of reflected stochastic differential systems
Reinforcement learning and stochastic optimisation
First-order, stationary mean-field games with congestion
Robust mean field games for coupled Markov jump linear systems
Sobolev regularity for the first order Hamilton-Jacobi equation
High order variational numerical schemes with application to Nash-MFG vaccination games
Linear quadratic mean-field-game of backward stochastic differential systems
Linear quadratic mean field games: decentralized $O(1/N)$-Nash equilibria
Linear quadratic mean field games with a major player: the multi-scale approach
Convergence to the mean field game limit: a case study
Pareto-based guaranteed cost control of the uncertain mean-field stochastic systems in infinite horizon
Dynamic optimization problems for mean-field stochastic large-population systems
Finite horizon mean-field stochastic $H_2/H_\infty$ control for continuous-time systems with $(x,v)$-dependent noise
Connections between mean-field game and social welfare optimization
Linear-quadratic mean field control: the invariant subspace method
Model-free policy iteration approach to NCE-based strategy design for linear quadratic Gaussian games
Risk-sensitive mean field games via the stochastic maximum principle
The Convergence Problem in Mean Field Games with Neumann Boundary Conditions
The Supermarket Game

This page was built for publication: Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5282222)