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)

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
Stationary mean-field games with logistic effects
From the master equation to mean field game limit theory: a central limit theorem
Mean-Field Controls with Q-Learning for Cooperative MARL: Convergence and Complexity Analysis
The finite difference approximation preserving conjugate properties of the mean-field game equations
Mean field games with state constraints: from mild to pointwise solutions of the PDE system
The density evolution of the killed McKean–Vlasov process
Approximate Nash Equilibria in Partially Observed Stochastic Games with Mean-Field Interactions
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
Discrete-time average-cost mean-field games on Polish spaces
Existence theory for a time-dependent mean field games model of household wealth
Image-dependent conditional McKean-Vlasov SDEs for measure-valued diffusion processes
On classical solutions to the mean field game system of controls
Restoring uniqueness to mean-field games by randomizing the equilibria
Design and analysis of distributed optimal controller for identical multiagent systems
Necessary/sufficient conditions for Pareto optimality in finite horizon mean-field type stochastic differential game
Linear-quadratic non-zero sum differential game for mean-field stochastic systems with asymmetric information
Minimal-time mean field games
Ergodic mean field games with Hörmander diffusions
Linear quadratic optimal control problems for mean-field backward stochastic differential equations
On the convergence of closed-loop Nash equilibria to the mean field game limit
Mean field game for linear-quadratic stochastic recursive systems
Approximations of two-dimensional mean field games with nonsymmetric controls
The variational structure and time-periodic solutions for mean-field games systems
Mild and weak solutions of Mean Field Games problem for linear control systems
A mean-field game approach to price formation
Splitting methods for a class of non-potential mean field games
Robust designs through risk sensitivity: an overview
Value iteration algorithm for mean-field games
A maximum principle for mean-field stochastic control system with noisy observation
Equilibrium pricing of securities in the co-presence of cooperative and non-cooperative populations
Fourier approximation methods for first-order nonlocal mean-field games
Deterministic limit of mean field games associated with nonlinear Markov processes
Mean field games with common noises and conditional distribution dependent FBSDEs
Robust Mean Field Linear-Quadratic-Gaussian Games with Unknown $L^2$-Disturbance
A singular perturbation problem for mean field games of acceleration: application to mean field games of control
Stochastic Games for Fuel Follower Problem: $N$ versus Mean Field Game
Approximating Nash equilibrium for optimal consumption in stochastic growth model with jumps
Solvability of infinite horizon McKean-Vlasov FBSDEs in mean field control problems and games
Short time solution to the master equation of a first order mean field game
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
Sharp equilibria for time-inconsistent mean-field stopping games
Existence and computation of stationary solutions for congestion-type mean field games via bifurcation theory and forward-forward problems
Lipschitz stability for determination of states and inverse source problem for the mean field game equations
Bridging mean-field games and normalizing flows with trajectory regularization
Mean-field stochastic H₂/H_∞ control with delay
On the Graphon Mean Field Game equations: Individual agent affine dynamics and mean field dependent performance functions
Mixed Nash games and social optima for linear-quadratic forward-backward mean-field systems
Convexification numerical method for the retrospective problem of mean field games

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