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

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

Cited in

(only showing first 100 items - show all)

Systemic risk and interbank lending
Pareto-based guaranteed cost control of the uncertain mean-field stochastic systems in infinite horizon
Smoothing properties of McKean-Vlasov SDEs
One-dimensional stationary mean-field games with local coupling
Leader-following discrete consensus control of multi-agent systems with fixed and switching topologies
Finite horizon mean-field stochastic $H_2/H_\infty$ control for continuous-time systems with $(x,v)$-dependent noise
Mean field stochastic linear quadratic games for continuum-parameterized multi-agent systems
The convergence problem in mean field games with local coupling
An optimal control problem for mean-field forward-backward stochastic differential equation with noisy observation
Consensus via multi-population robust mean-field games
Two numerical approaches to stationary mean-field games
Discrete-time mean-field stochastic $H_2/H_\infty$ control
Total reward semi-Markov mean-field games with complementarity properties
One-dimensional, non-local, first-order stationary mean-field games with congestion: a Fourier approach
Price of anarchy in electric vehicle charging control games: when Nash equilibria achieve social welfare
Linear quadratic mean field Stackelberg differential games
Probabilistic interpretation for Sobolev solutions of McKean-Vlasov partial differential equations
Steering the distribution of agents in mean-field games system
Mean field production output control with sticky prices: Nash and social solutions
An integral control formulation of mean field game based large scale coordination of loads in smart grids
A dynamic collective choice model with an advertiser
First-order, stationary mean-field games with congestion
Ergodic theory for controlled Markov chains with stationary inputs
Ergodic mean field games with Hörmander diffusions
Distributed control of multi-agent systems with random parameters and a major agent
Control and Nash games with mean field effect
Existence of weak solutions to time-dependent mean-field games
Sharp semi-concavity in a non-autonomous control problem and $L^p$ estimates in an optimal-exit MFG
On the existence of solutions for stationary mean-field games with congestion
Ergodic behavior of control and mean field games problems depending on acceleration
Linear quadratic mean-field-game of backward stochastic differential systems
Mean field linear-quadratic control: uniform stabilization and social optimality
Mean-field game modeling the bandwagon effect with activation costs
Numerical methods for finite-state mean-field games satisfying a monotonicity condition
Stationary mean-field games with logistic effects
Mean field games with state constraints: from mild to pointwise solutions of the PDE system
Homogenization of the backward-forward mean-field games systems in periodic environments
Existence theory for a time-dependent mean field games model of household wealth
Image-dependent conditional McKean-Vlasov SDEs for measure-valued diffusion processes
Linear-quadratic non-zero sum differential game for mean-field stochastic systems with asymmetric information
Secure discrete-time linear-quadratic mean-field games
Dynamic pricing of new products in competitive markets: a mean-field game approach
Splitting methods for a class of non-potential mean field games
Robust designs through risk sensitivity: an overview
Linear quadratic mean field games: decentralized $O(1/N)$-Nash equilibria
A maximum principle for mean-field stochastic control system with noisy observation
Reinforcement learning and stochastic optimisation
Mean field games with heterogeneous groups: application to banking systems
Mean field games with common noises and conditional distribution dependent FBSDEs
Approximating Nash equilibrium for optimal consumption in stochastic growth model with jumps
Mean field games of controls: propagation of monotonicities
Solvability of infinite horizon McKean-Vlasov FBSDEs in mean field control problems and games
Linear quadratic mean field social control with common noise: a directly decoupling method
PMP-based numerical solution for mean field game problem of general nonlinear system
Exploratory LQG mean field games with entropy regularization
A mean-field optimal control for fully coupled forward-backward stochastic control systems with Lévy processes
Herd behaviors in epidemics: a dynamics-coupled evolutionary games approach
Random features for high-dimensional nonlocal mean-field games
Numerical methods for mean field games based on Gaussian processes and Fourier features
A class of hybrid LQG mean field games with state-invariant switching and stopping strategies
Second order local minimal-time mean field games
Particle approximation of one-dimensional mean-field games with local interactions
Backward propagation of chaos
Mean field games with monotonous interactions through the law of states and controls of the agents
Maximum principle for general partial information nonzero sum stochastic differential games and applications
Unified reinforcement Q-learning for mean field game and control problems
Existence of solutions to contact mean-field games of first order
Mean field games of controls: finite difference approximations
Geometry of information structures, strategic measures and associated stochastic control topologies
Existence, uniqueness and exponential ergodicity under Lyapunov conditions for McKean-Vlasov SDEs with Markovian switching
Linear quadratic mean field games with a major player: the multi-scale approach
$\epsilon$-Nash mean-field games for general linear-quadratic systems with applications
From mean field games to the best reply strategy in a stochastic framework
Mean-field games and swarms dynamics in Gaussian and non-Gaussian environments
Convergence to the mean field game limit: a case study
On quasi-stationary mean field games models
Deterministic limit of mean field games associated with nonlinear Markov processes
On a mean field optimal control problem
Linear-quadratic mean field stochastic zero-sum differential games
Convex analysis for LQG systems with applications to major-minor LQG mean-field game systems
Value iteration algorithm for mean-field games
Necessary/sufficient conditions for Pareto optimality in finite horizon mean-field type stochastic differential game
An introduction to mean field game theory
Social optima of backward linear-quadratic-Gaussian mean-field teams
Strong averaging principle for two-time-scale stochastic McKean-Vlasov equations
A mean-field game approach to price formation
Equilibria of dynamic games with many players: existence, approximation, and market structure
Mean field game for linear-quadratic stochastic recursive systems
Linear-quadratic mean field control: the invariant subspace method
Connections between mean-field game and social welfare optimization
On an optimal control problem of time-fractional advection-diffusion equation
Risk-sensitive mean field games via the stochastic maximum principle
Backward-forward linear-quadratic mean-field games with major and minor agents
Linear-quadratic Stackelberg game for mean-field backward stochastic differential system and application
Large tournament games
Short time solution to the master equation of a first order mean field game
An extended mean field game for storage in smart grids
Restoring uniqueness to mean-field games by randomizing the equilibria
C$^{1,1}$-smoothness of constrained solutions in the calculus of variations with application to mean field games
Fourier approximation methods for first-order nonlocal mean-field games

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)