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)

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
Efficiency of the price formation process in presence of high frequency participants: a mean field game analysis
Opinion dynamics and stubbornness via multi-population mean-field games
Control and Nash games with mean field effect
A mean field capital accumulation game with HARA utility
Discrete-time mean-field stochastic linear-quadratic optimal control problems. II: Infinite horizon case
Multivariable feedback particle filter
Malliavin method for optimal investment in financial markets with memory
Socio-economic applications of finite state mean field games
On a mean field optimal control problem
Equilibria of dynamic games with many players: existence, approximation, and market structure
Existence for stationary mean-field games with congestion and quadratic Hamiltonians
Time-dependent mean-field games in the subquadratic case
Mean field games models -- a brief survey
Existence of weak solutions to stationary mean-field games through variational inequalities
On the efficiency of equilibria in mean-field oscillator games
Mean field linear quadratic games with set up costs
Optimal partial transport problem with Lagrangian costs
On the existence of classical solutions for stationary extended mean field games
Dynamic Cournot-Nash equilibrium: the non-potential case
On the convergence of finite state mean-field games through $\Gamma$-convergence
Existence of a solution to an equation arising from the theory of mean field games
Mean field games with heterogeneous groups: application to banking systems
An invariance principle in large population stochastic dynamic games
Opinion dynamics in social networks through mean-field games
Stationary focusing mean-field games
Linear-quadratic time-inconsistent mean field games
Leader-following discrete consensus control of multi-agent systems with fixed and switching topologies
Weakly coupled mean-field game systems
Decentralized control of discrete-time system with delay in mean field LQR problem
Total reward semi-Markov mean-field games with complementarity properties
Nonlinear elliptic systems and mean-field games
Continuous time finite state mean field games
Mean-field games and dynamic demand management in power grids
Strategic thinking under social influence: scalability, stability and robustness of allocations
Mean field games systems of first order
Mean field games: the master equation and the mean field limit
Linear quadratic mean field type control and mean field games with common noise, with application to production of an exhaustible resource
Mean field games for stochastic growth with relative utility
Mean-field-game model for botnet defense in cyber-security
Mean-field-game model of corruption
Distributed algorithms for aggregative games on graphs
On the rate of convergence for the mean-field approximation of controlled diffusions with large number of players
Propagation of chaos of forward-backward stochastic differential equations with graphon interactions
Stackelberg equilibrium with social optima in linear-quadratic-Gaussian mean-field system
A coefficient inverse problem for the mean field games system
Stability of a mean field game of production adjustment
Pareto efficiency of finite-horizon mean-field cooperative stochastic differential games with Poisson jumps
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
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 fast proximal gradient method and convergence analysis for dynamic mean field planning
Social optima in linear quadratic mean field control with unmodeled dynamics and multiplicative noise
Learning Optimal Policies in Potential Mean Field Games: Smoothed Policy Iteration Algorithms
Relationship between backward and forward linear-quadratic mean-field-game with terminal constraint and optimal asset allocation for insurers and pension funds
Mean field social control for production output adjustment with noisy sticky prices
A class of mean-field games with optimal stopping and its applications
A design proposal of finite-time $H_\infty$ controller for stochastic mean-field systems
Decentralized $\varepsilon $-Nash strategy for linear quadratic mean field games using a successive approximation approach
Charging management and pricing strategy of electric vehicle charging station based on mean field game theory
Leader-follower mean field LQ games: a direct method
Mobility-aware optimal trade planning and mean field game-based decentralized charging control for large-scale electric vehicles
On pointwise second-order maximum principle for optimal stochastic controls of general mean-field type
Risk-sensitive large-population linear-quadratic-Gaussian games with major and minor agents
Sign-indefinite static output feedback Nash strategy for mean-field stochastic systems

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