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

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

Cited in

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Control theory approach to continuous-time finite state mean field games
On a best response problem arising in mean field stochastic growth games with common noise
On the existence of solutions for stationary mean-field games with congestion
On an optimal control problem of time-fractional advection-diffusion equation
Convergence of one-dimensional stationary mean field games with vanishing potential
$\epsilon$-Nash mean-field games for general linear-quadratic systems with applications
Discrete‐time mean field social control with a major agent
Conservation laws of mean field games equations
An introduction to mean field game theory
Dynamic optimization of large-population systems with partial information
Linear-quadratic mean field games
On the mean field games system with lateral Cauchy data via Carleman estimates
Convergence analysis of splitting-up algorithm of the Zakai's equation with correlated noises
Non-asymptotic convergence rates for mean-field games: weak formulation and McKean-Vlasov BSDEs
Linear quadratic mean field games with quantile-dependent cost coefficients
Large banks and systemic risk: insights from a mean-field game model
Risk-sensitive linear-quadratic mean-field games: asymptotic solvability and decentralized O(1/N)-Nash equilibria
A brief review on mean field optimal control problem from a linear quadratic perspective
A graphon mean field convex duality approach to shaping the terminal probability distribution of a network of nonlinear multi-agent systems
Functional role of synchronization: a mean-field control perspective
Signalling and control of nonlinear partially observable stochastic systems: information states, sufficient statistics, and applications
Agency problem and mean field system of agents with moral hazard, synergistic effects and accidents
Mean field equilibria for resource competition in spatial settings
Linear-quadratic-Gaussian mean-field controls of social optima
A unified approach to linear-quadratic-Gaussian mean-field team: homogeneity, heterogeneity and quasi-exchangeability
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
Stochastic linear-quadratic mean-field games of controls for delayed systems with jump diffusion
Mean field stochastic games with discrete states and mixed players
Propagation of chaos of forward-backward stochastic differential equations with graphon interactions
A coefficient inverse problem for the mean field games system
Stackelberg equilibrium with social optima in linear-quadratic-Gaussian mean-field system
Leader-follower decentralized optimal control for large population hexarotors with tilted propellers: a Stackelberg game approach
Random lift of set valued maps and applications to multiagent dynamics
Stability of a mean field game of production adjustment
Time-dependent mean-field games with logarithmic nonlinearities
Probabilistic interpretation for Sobolev solutions of McKean-Vlasov partial differential equations
Distributed control of multi-agent systems with random parameters and a major agent
Reinforcement learning algorithm for mixed mean field control games
Static output feedback strategy for mean-field social control with nonlinear stochastic dynamics
A note on nonconvex mean field games
Robust mean field social control problems with applications in analysis of opinion dynamics
Convex analysis for LQG systems with applications to major-minor LQG mean-field game systems
Approachability in population games
Linear-quadratic-Gaussian mean-field-game with partial observation and common noise
Controlled Markov chains with non-exponential discounting and distribution-dependent costs
Rates of convergence for the policy iteration method for mean field games systems
Linear quadratic mean field social optimization: Asymptotic solvability and decentralized control
Non-separable mean field games for pedestrian flow: generalized Hughes model
Short-time existence of solutions for mean-field games with congestion
Ergodic behavior of control and mean field games problems depending on acceleration
Discrete approximation of stationary mean field games
Mild and weak solutions of mean field game problems for linear control systems
Pareto efficiency of finite-horizon mean-field cooperative stochastic differential games with Poisson jumps
Social optima in linear quadratic graphon field control: analysis via infinite dimensional approach
Controlled superprocesses and HJB equation in the space of finite measures
Unique determination of cost functions in a multipopulation mean field game model
The group behavioral characteristics in a mean field game model with a turnpike effect
Mean Field Games with Partial Observation
Steering the distribution of agents in mean-field games system
Forward-backward algorithm for functions with locally Lipschitz gradient: applications to mean field games
Hölder stability and uniqueness for the mean field games system via Carleman estimates
Sharp semi-concavity in a non-autonomous control problem and $L^p$ estimates in an optimal-exit MFG
Mean field games of controls: propagation of monotonicities
Markov-Nash equilibria in mean-field games with discounted cost
Smoothing properties of McKean-Vlasov SDEs
Viscosity solutions of the eikonal equation on the Wasserstein space
Convergence rate of LQG mean field games with common noise
Multivariate feedback particle filter rederived from the splitting-up scheme
Infinite horizon LQG graphon mean field games: explicit Nash values and local minima
A primal-dual partial inverse algorithm for constrained monotone inclusions: applications to stochastic programming and mean field games
Dynamic marketing policies with rating-sensitive consumers: a mean-field games approach
Sustainable management of tourist flow networks: a mean field model
On the quadratic convergence of Newton's method for mean field games with non-separable Hamiltonian
A fully-discrete semi-Lagrangian scheme for a price formation MFG model
Mean field games of controls: finite difference approximations
A constraint-preserving neural network approach for mean-field games equilibria
Open-loop Nash equilibrium in polynomial differential games via state-dependent Riccati equation
Q-learning in regularized mean-field games
Closed-loop convergence for mean field games with common noise
A fast proximal gradient method and convergence analysis for dynamic mean field planning
On quasi-stationary mean field games models
Backward-forward linear-quadratic mean-field games with major and minor agents
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
Maximum principle for mean-field SDEs under model uncertainty
One-dimensional stationary mean-field games with local coupling
Mean field control and mean field game models with several populations
The convergence problem in mean field games with local coupling
Mean field linear-quadratic control: uniform stabilization and social optimality
Two numerical approaches to stationary mean-field games
Exploratory LQG mean field games with entropy regularization
Social optima in linear quadratic mean field control with unmodeled dynamics and multiplicative noise
Dynamic games with strategic complements and large number of players
Sampled-data based adaptive mean field games for leader-follower stochastic multi-agent systems
Nash equilibria of networked games with delayed coupling in the high population regime
Mean-field games with finitely many players: independent learning and subjectivity
Learning Optimal Policies in Potential Mean Field Games: Smoothed Policy Iteration Algorithms
Decentralized tracking-type games for multi-agent systems with coupled ARX models: asymptotic Nash equilibria

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