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
Mild and weak solutions of mean field game problems for linear control systems
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
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
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
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
The finite difference approximation preserving conjugate properties of the mean-field game equations
Stochastic games for fuel follower problem: $N$ versus mean field game
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
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
On mean field games models for exhaustible commodities trade
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
Hypoelliptic mean field games -- a case study
Approximations of two-dimensional mean field games with nonsymmetric controls
The variational structure and time-periodic solutions for mean-field games systems
Computational methods for first-order nonlocal mean field games with applications
Approximate Markov-Nash equilibria for discrete-time risk-sensitive mean-field games
Terminal ranking games
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
Viscosity solutions for controlled McKean-Vlasov jump-diffusions
Mean-field controls with Q-learning for cooperative MARL: convergence and complexity analysis
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
Approximate Nash equilibria in partially observed stochastic games with mean-field interactions
The density evolution of the killed McKean-Vlasov process
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
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
Dynamic optimization of large-population systems with partial information
Mean field stochastic games with discrete states and mixed players
Robust mean field social control problems with applications in analysis of opinion dynamics
Linear-quadratic mean field games
Time-dependent mean-field games with logarithmic nonlinearities
Distributed control of multi-agent systems with random parameters and a major agent
Short-time existence of solutions for mean-field games with congestion
Markov-Nash equilibria in mean-field games with discounted cost
A primal-dual partial inverse algorithm for constrained monotone inclusions: applications to stochastic programming and mean field games
Sustainable management of tourist flow networks: a mean field model
Open-loop Nash equilibrium in polynomial differential games via state-dependent Riccati equation
Maximum principle for mean-field SDEs under model uncertainty
One-dimensional stationary mean-field games with local coupling
The convergence problem in mean field games with local coupling
Two numerical approaches to stationary mean-field games
Decentralized tracking-type games for multi-agent systems with coupled ARX models: asymptotic Nash equilibria
A class of interference induced games: asymptotic Nash equilibria and parameterized cooperative solutions
Well-posedness of mean field games with common noise under a weak monotonicity condition
The derivation of ergodic mean field game equations for several populations of players
Convergence of a finite difference scheme to weak solutions of the system of partial differential equations arising in mean field games
A stochastic Evans-Aronsson problem
Distributed output feedback control of Markov jump multi-agent systems
An extended mean field game for storage in smart grids
Preface: DGAA special issue on mean field games
Preface: DGAA 2nd special issue on mean field games
Mean-field stochastic linear-quadratic optimal control with Markov jump parameters
Decomposition and mean-field approach to mixed integer optimal compensation problems
Robust mean field games
A characterization of sub-game perfect equilibria for SDEs of mean-field type
Secure discrete-time linear-quadratic mean-field games
Mean field games models of segregation
Some recent aspects of differential game theory
Linear-quadratic $N$-person and mean-field games: infinite horizon games with discounted cost and singular limits

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