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
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
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
The Supermarket Game
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
Cournot--Nash Equilibrium and Optimal Transport in a Dynamic Setting
Discrete-time mean-field stochastic $H_2/H_\infty$ control
ϵ-Nash mean-field games for linear-quadratic systems with random jumps and applications
Mean Field Game Theory with a Partially Observed Major Agent
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
Mean Field Control and Mean Field Game Models with Several Populations
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
Linear-Quadratic-Gaussian Mixed Mean-Field Games with Heterogeneous Input Constraints
A mean-field optimal control for fully coupled forward-backward stochastic control systems with Lévy processes
Proximal Methods for Stationary Mean Field Games with Local Couplings
Displacement convexity for first-order mean-field games
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
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
A Mean Field Competition
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
Dynamic optimization of large-population systems with partial information
Robust mean field social control problems with applications in analysis of opinion dynamics
Linear-quadratic mean field games
Distributed control of multi-agent systems with random parameters and a major agent
Short-time existence of solutions for mean-field games with congestion
Existence of Weak Solutions to Stationary Mean-Field Games through Variational Inequalities
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
Time-Dependent Mean-Field Games in the Subquadratic Case
The derivation of ergodic mean field game equations for several populations of players
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
Mean Field Stochastic Games with Discrete States and Mixed Players
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
Time-Dependent Mean-Field Games with Logarithmic Nonlinearities
Mean field games models of segregation

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