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)

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
Mean field control and mean field game models with several populations
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
Proximal methods for stationary mean field games with local couplings
Linear-quadratic-Gaussian mixed mean-field games with heterogeneous input constraints
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
On non-uniqueness and uniqueness of solutions in finite-horizon Mean Field Games
Mean field games: A toy model on an Erdös-Renyi graph.
Mean field stochastic linear quadratic games for continuum-parameterized multi-agent systems
Discrete-time mean-field stochastic $H_2/H_\infty$ control
On mean field games with common noise and McKean-Vlasov SPDEs
A policy iteration method for mean field games
An optimal control problem for mean-field forward-backward stochastic differential equation with noisy observation
Partially-observed decentralized optimal control for large population two-wheeled vehicles: a differential game approach
Long-time behavior of first-order mean field games on Euclidean space
Variational time-fractional mean field games
Consensus via multi-population robust mean-field games
Linear quadratic mean field game with control input constraint
A Mean Field Game of Optimal Stopping
A mean-field optimal control for fully coupled forward-backward stochastic control systems with Lévy processes
Displacement convexity for first-order mean-field games
The supermarket game
Discrete-time mean field games with risk-averse agents
Contact rate epidemic control of COVID-19: an equilibrium view
Linear quadratic mean field Stackelberg differential games
Numerical methods for finite-state mean-field games satisfying a monotonicity condition
Two-scale homogenization of a stationary mean-field game
Time-dependent mean-field games in the superquadratic case
Linear-quadratic mean field stochastic zero-sum differential games
Mean field game theory with a partially observed major agent
Extended deterministic mean-field games
One-dimensional, non-local, first-order stationary mean-field games with congestion: a Fourier approach
Strong Convergence to the Mean Field Limit of a Finite Agent Equilibrium
$\varepsilon$-Nash mean-field games for linear-quadratic systems with random jumps and applications
A Mean Field Competition
Cournot-Nash equilibrium and optimal transport in a dynamic setting
Existence of weak solutions to first-order stationary mean-field games with Dirichlet conditions
Price of anarchy in electric vehicle charging control games: when Nash equilibria achieve social welfare
On an optimal control problem of time-fractional advection-diffusion equation
$\epsilon$-Nash mean-field games for general linear-quadratic systems with applications
On the existence of solutions for stationary mean-field games with congestion
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

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