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
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
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
Opinion Dynamics in Social Networks through Mean-Field Games
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
Mean field games models -- a brief survey
Wellposedness of Mean Field Games with Common Noise under a Weak Monotonicity Condition
On the efficiency of equilibria in mean-field oscillator games
Mean field linear quadratic games with set up costs
Markov--Nash Equilibria in Mean-Field Games with Discounted Cost
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
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
Convergence of a Finite Difference Scheme to Weak Solutions of the System of Partial Differential Equations Arising in Mean Field Games
An introduction to mean field game theory
Approximate Markov-Nash Equilibria for Discrete-Time Risk-Sensitive Mean-Field Games
Viscosity Solutions for Controlled McKean--Vlasov Jump-Diffusions
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
On Mean Field Games models for exhaustible commodities trade
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
Title not available (Why is that?)
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
Computational Methods for First-Order Nonlocal Mean Field Games with Applications
Terminal Ranking Games
Game theoretic decentralized feedback controls in Markov jump processes

This page was built for publication: Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5282222)