Mean Field Games and Mean Field Type Control Theory

DOI10.1007/978-1-4614-8508-7zbMath1287.93002OpenAlexW586490843MaRDI QIDQ5326810

Phillip S. C. Yam, Jens Frehse, Alain Bensoussan

Publication date: 6 August 2013

Published in: SpringerBriefs in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4614-8508-7

zbMATH Keywords

Nash equilibriumcontrol theorymean field gamesmean field type control

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Control/observation systems governed by partial differential equations (93C20) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Stochastic systems in control theory (general) (93E03) Mean field games and control (49N80) Mean field games (aspects of game theory) (91A16)

Related Items

Dynamic mean-variance problem with frictions, Lagrangian, Eulerian and Kantorovich formulations of multi-agent optimal control problems: equivalence and gamma-convergence, On fractional and nonlocal parabolic mean field games in the whole space, Social optima in mean field linear-quadratic-Gaussian models with control input constraint, Stochastic differential games for crowd evacuation problems: a paradox, Learning and sparse control of multiagent systems, Optimality conditions in variational form for non-linear constrained stochastic control problems, Corruption and botnet defense: a mean field game approach, 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, Mean-field stochastic linear-quadratic optimal control with Markov jump parameters, Linear-quadratic mean field games, Optimal control of mean field equations with monotone coefficients and applications in neuroscience, Linear quadratic mean field social optimization: Asymptotic solvability and decentralized control, A characterization of sub-game perfect equilibria for SDEs of mean-field type, Mean field type control with congestion, Parabolic Bellman-systems with mean field dependence, Mean field games with a dominating player, Discrete-time control for systems of interacting objects with unknown random disturbance distributions: a mean field approach, Pareto-based guaranteed cost control of the uncertain mean-field stochastic systems in infinite horizon, Mean field game of controls and an application to trade crowding, Linear-quadratic mean-field-type games: a direct method, Bellman systems with mean field dependent dynamics, Optimal social policies in mean field games, Discrete-time mean field partially observable controlled systems subject to common noise, Mean field control hierarchy, A maximum principle for mean-field SDEs with time change, An optimal control problem for mean-field forward-backward stochastic differential equation with noisy observation, Metric gradient flows with state dependent functionals: the Nash-MFG equilibrium flows and their numerical schemes, Existence and uniqueness result for mean field games with congestion effect on graphs, Mean-field Pontryagin maximum principle, Risk-sensitive mean-field-type games with \(L^p\)-norm drifts, Two numerical approaches to stationary mean-field games, A semi-Lagrangian scheme for a modified version of the Hughes' model for Pedestrian flow, Mean field games with congestion, Viability theorem for deterministic mean field type control systems, Mean-field type games between two players driven by backward stochastic differential equations, Dynamic potential games: the discrete-time stochastic case, On the existence of oscillating solutions in non-monotone mean-field games, Well-posedness of mean-field type forward-backward stochastic differential equations, Mean field production output control with sticky prices: Nash and social solutions, Existence of a solution to an equation arising from the theory of mean field games, Control systems of interacting objects modeled as a game against nature under a mean field approach, Nonlinear elliptic systems and mean-field games, Optimal control of multiagent systems in the Wasserstein space, On solutions of mean field games with ergodic cost, Probabilistic approach to finite state mean field games, Linear quadratic mean field type control and mean field games with common noise, with application to production of an exhaustible resource, Discrete time McKean-Vlasov control problem: a dynamic programming approach, Mean field type control with congestion. II: An augmented Lagrangian method, Mean field games for stochastic growth with relative utility, Mean-field-game model for botnet defense in cyber-security, On the solvability of a system of forward-backward linear equations with unbounded operator coefficients, Ergodic behavior of control and mean field games problems depending on acceleration, Mean-field-game model of corruption, Performance bounds for the mean-field limit of constrained dynamics, A Fokker-Planck control framework for stochastic systems, A stability property in mean field type differential games, On stationary fractional mean field games, Linear quadratic mean-field-game of backward stochastic differential systems, Mean field linear-quadratic control: uniform stabilization and social optimality, Convergence, fluctuations and large deviations for finite state mean field games via the master equation, The microscopic derivation and well-posedness of the stochastic Keller-Segel equation, Stationary mean-field games with logistic effects, Nash-MFG equilibrium in a SIR model with time dependent newborn vaccination, Mean-field linear-quadratic stochastic differential games, Pareto efficiency in the infinite horizon mean-field type cooperative stochastic differential game, A general characterization of the mean field limit for stochastic differential games, Ergodic mean field games with Hörmander diffusions, Numerical solution of mean field problem with limited management resource, The law of large numbers for quantum stochastic filtering and control of many-particle systems, Weak solutions for potential mean field games of controls, Quantum mean-field games with the observations of counting type, A mean field absorbing control model for interacting objects systems, Non coercive unbounded first order mean field games: the Heisenberg example, Dynamic pricing of new products in competitive markets: a mean-field game approach, A mean field approach for discounted zero-sum games in a class of systems of interacting objects, Compatibility of state constraints and dynamics for multiagent control systems, Semiconcavity and sensitivity analysis in mean-field optimal control and applications, Numerical study of the stock market crises based on mean field games approach, Kinetic derivation of Aw-Rascle-Zhang-type traffic models with driver-assist vehicles, Linear-quadratic zero-sum mean-field type games: optimality conditions and policy optimization, Linear quadratic mean field games: decentralized \(O(1/N)\)-Nash equilibria, Abstract McKean-Vlasov and Hamilton-Jacobi-Bellman equations, their fractional versions and related forward-backward systems on Riemannian manifolds, A maximum principle for mean-field stochastic control system with noisy observation, Stationary fully nonlinear mean-field games, Mean field games with heterogeneous groups: application to banking systems, Tamed Euler-Maruyama approximation of McKean-Vlasov stochastic differential equations with super-linear drift and Hölder diffusion coefficients, Multi-agent reinforcement learning: a selective overview of theories and algorithms, Mean-field type FBSDEs in a domination-monotonicity framework and LQ multi-level Stackelberg games, Mean field games of controls: propagation of monotonicities, Solvability of infinite horizon McKean-Vlasov FBSDEs in mean field control problems and games, A concise introduction to control theory for stochastic partial differential equations, Linear quadratic mean field social control with common noise: a directly decoupling method, Master equation for Cournot mean field games of control with absorption, A measure theoretical approach to the mean-field maximum principle for training NeurODEs, Convergence analysis of machine learning algorithms for the numerical solution of mean field control and games. II: The finite horizon case, On the system of partial differential equations arising in mean field type control, Exploratory LQG mean field games with entropy regularization, Mean-field control and Riccati equations, On the interpretation of the master equation, McKean-Vlasov optimal control: the dynamic programming principle, Mean-field Markov decision processes with common noise and open-loop controls, Backward-forward linear-quadratic mean-field Stackelberg games, Random features for high-dimensional nonlocal mean-field games, A class of hybrid LQG mean field games with state-invariant switching and stopping strategies, Distances between transition probabilities of diffusions and applications to nonlinear Fokker-Planck-Kolmogorov equations, MFGs for partially reversible investment, Wellposedness of Mean Field Games with Common Noise under a Weak Monotonicity Condition, Linear quadratic mean field game with control input constraint, Unified reinforcement Q-learning for mean field game and control problems, Homogenization of a Mean Field Game System in the Small Noise Limit, Markov--Nash Equilibria in Mean-Field Games with Discounted Cost, Existence of Weak Solutions to Stationary Mean-Field Games through Variational Inequalities, Time-Dependent Mean-Field Games with Logarithmic Nonlinearities, Finite state mean field games with Wright-Fisher common noise, Optimal control of conditioned processes with feedback controls, Mean field games of controls: finite difference approximations, Quantum mean-field games, On first order mean field game systems with a common noise, Control of tumor growth distributions through kinetic methods, Mean field models to regulate carbon emissions in electricity production, Linear quadratic mean field games with a major player: the multi-scale approach, Mean-field-type games with jump and regime switching, Discrete-time ergodic mean-field games with average reward on compact spaces, Existence and optimality conditions for relaxed mean-field stochastic control problems, Risk-awareness in multi-level building evacuation with smoke: Burj Khalifa case study, Linear-Quadratic-Gaussian Mixed Mean-Field Games with Heterogeneous Input Constraints, Modeling and computation of mean field game with compound carbon abatement mechanisms, Evolutionary, mean-field and pressure-resistance game modelling of networks security, An example of multiple mean field limits in ergodic differential games, Mean-field games and swarms dynamics in Gaussian and non-Gaussian environments, Maximum principle for mean-field zero-sum stochastic differential game with partial information and its application to finance, Convergence to the mean field game limit: a case study, Non-coercive first order mean field games, An explicit second-order numerical scheme for mean-field forward backward stochastic differential equations, Relative performance evaluation for dynamic contracts in a large competitive market, Mean field game for modeling of COVID-19 spread, Parameter sensitivity analysis for mean field games of production, Deterministic limit of mean field games associated with nonlinear Markov processes, Optimal control and zero-sum stochastic differential game problems of mean-field type, Infinite horizon optimal control of mean-field delay system with semi-Markov modulated jump-diffusion processes, A Mckean-Vlasov approach to distributed electricity generation development, A weak martingale approach to linear-quadratic Mckean-Vlasov stochastic control problems, Viscosity solutions to parabolic master equations and McKean-Vlasov SDEs with closed-loop controls, Decentralized strategies for finite population linear-quadratic-Gaussian games and teams, Policy iteration method for time-dependent mean field games systems with non-separable Hamiltonians, Feedback Stackelberg strategies for the discrete-time mean-field stochastic systems in infinite horizon, On control of probability flows with incomplete information, Mean field games models of segregation, Hamilton-Jacobi equations for controlled gradient flows: the comparison principle, On a mean field optimal control problem, Convex analysis for LQG systems with applications to major-minor LQG mean-field game systems, Value iteration algorithm for mean-field games, Analysis of the finite-state ergodic master equation, Berge equilibrium in linear-quadratic mean-field-type games, Numerical solution of mean field games problems with turnpike effect, Necessary/sufficient conditions for Pareto optimality in finite horizon mean-field type stochastic differential game, Stationary equilibria of mean field games with finite state and action space, Mean field games and applications: numerical aspects, An introduction to mean field game theory, The Euler-Lagrange approximation of the mean field game for the planning problem, Viscosity Solutions for Controlled McKean--Vlasov Jump-Diffusions, Linear-quadratic mixed Stackelberg-Nash stochastic differential game with major-minor agents, Continuous-time mean field games with finite state space and common noise, Lattice approximations of the first-order mean field type differential games, Zero-sum stochastic differential games of generalized McKean-Vlasov type, Selective model-predictive control for flocking systems, Regularity of Schrödinger's functional equation and mean field PDEs for h-path processes, Linear-quadratic mean field control: the invariant subspace method, Connections between mean-field game and social welfare optimization, On mean field systems with multi-classes, Competitive real options under private information, A mean field capital accumulation game with HARA utility, Mean field games models -- a brief survey, On laws of large numbers for systems with mean-field interactions and Markovian switching, Preface: DGAA special issue on pursuit-evasion games and differential games with incomplete information, Krasovskii-Subbotin approach to mean field type differential games, Risk-sensitive mean field games via the stochastic maximum principle, Linear quadratic optimal control of conditional McKean-Vlasov equation with random coefficients and applications, Linear-quadratic Stackelberg game for mean-field backward stochastic differential system and application, Large tournament games, Short time solution to the master equation of a first order mean field game, Mean-field linear-quadratic stochastic differential games in an infinite horizon, Mean field approach to stochastic control with partial information, An extended mean field game for storage in smart grids, Restoring uniqueness to mean-field games by randomizing the equilibria, Career plans and wage structures: a mean field game approach, Approximate Markov-Nash Equilibria for Discrete-Time Risk-Sensitive Mean-Field Games, Fourier approximation methods for first-order nonlocal mean-field games, The finite difference approximation preserving conjugate properties of the mean-field game equations, Mean-field, infinite horizon, optimal control of nonlinear stochastic delay system governed by Teugels martingales associated with Lévy processes, Stationary focusing mean-field games, A mean-field optimal control formulation of deep learning, Approximations of two-dimensional mean field games with nonsymmetric controls, Mean-field-type games, The master equation in mean field theory, Multi-population mean field games systems with Neumann boundary conditions, Mean field games via controlled martingale problems: existence of Markovian equilibria, Bertrand and Cournot mean field games, Near Optimality of Stochastic Control for Singularly Perturbed McKean--Vlasov Systems, A Maximum Principle Approach to a Deterministic Mean Field Game of Control with Absorption, Rate of convergence for particle approximation of PDEs in Wasserstein space, Control in Hilbert Space and First-Order Mean Field Type Problem, Robust mean field social control problems with applications in analysis of opinion dynamics, Extended mean-field control problem with partial observation, Equilibrium price formation with a major player and its mean field limit, Time discretizations of Wasserstein–Hamiltonian flows, Stochastic Graphon Games: I. The Static Case, An Explicit Multistep Scheme for Mean-Field Forward-Backward Stochastic Differential Equations, Strong Convergence to the Mean Field Limit of a Finite Agent Equilibrium, A Risk Extended Version of Merton’s Optimal Consumption and Portfolio Selection, The density evolution of the killed McKean–Vlasov process, Monotone Solutions of the Master Equation for Mean Field Games with Idiosyncratic Noise, Robust Mean Field Linear Quadratic Social Control: Open-Loop and Closed-Loop Strategies, Limit Theory for Controlled McKean--Vlasov Dynamics, Fracking, Renewables, and Mean Field Games, Linear-quadratic mean field games of controls with non-monotone data, On numerical approximations of fractional and nonlocal mean field games, On the practical stability with regard to a part of the variables for distribution-dependent SDEs driven by time-changed Brownian motion, Mean–field moral hazard for optimal energy demand response management, A mean‐field game approach to equilibrium pricing in solar renewable energy certificate markets, Sensitivity of MFG SEIR-HCD epidemiological model, An extended McKean-Vlasov dynamic programming approach to robust equilibrium controls under ambiguous covariance matrix, Partially observed discrete-time risk-sensitive mean field games, Stochastic Mitra-Wan forestry models analyzed as a mean field optimal control problem, Discrete‐time mean field social control with a major agent, Dynamical Systems and Hamilton–Jacobi–Bellman Equations on the Wasserstein Space and their L² Representations, Vanishing viscosity in mean-field optimal control, Weak KAM approach to first-order mean field games with state constraints, A dynamic analytic method for risk-aware controlled martingale problems, Numerical schemes for fully coupled mean-field forward backward stochastic differential equations, Control problem on space of random variables and master equation, Linear quadratic stochastic optimal control problems with operator coefficients: open-loop solutions, An addendum to the problem of zero-sum LQ stochastic mean-field dynamic games, On a class of distribution dependent stochastic differential equations driven by time-changed Brownian motions, Log-Harnack inequality and exponential ergodicity for distribution dependent Chan-Karolyi-Longstaff-Sanders and Vasicek models, Linear-Quadratic Mean Field Stackelberg Games with State and Control Delays, Approximate Nash Equilibria in Partially Observed Stochastic Games with Mean-Field Interactions, A Mean Field Competition, On Mean Field Games models for exhaustible commodities trade, Stochastic filtering and optimal control of pure jump Markov processes with noise-free partial observation, Artificial intelligence for COVID-19 spread modeling, Viability analysis of the first-order mean field games, Equilibrium pricing of securities in the co-presence of cooperative and non-cooperative populations, Model-free mean-field reinforcement learning: mean-field MDP and mean-field Q-learning, Linear Convergence of a Policy Gradient Method for Some Finite Horizon Continuous Time Control Problems, A class of optimal control problems of forward-backward systems with input constraint, Master Bellman equation in the Wasserstein space: Uniqueness of viscosity solutions, Robust Mean Field Linear-Quadratic-Gaussian Games with Unknown $L^2$-Disturbance, Randomized dynamic programming principle and Feynman-Kac representation for optimal control of McKean-Vlasov dynamics, Mean-Field Type Modeling of Nonlocal Crowd Aversion in Pedestrian Crowd Dynamics, Mean field games: A toy model on an Erdös-Renyi graph., A Mean Field Game of Optimal Stopping, On mean field games with common noise and McKean-Vlasov SPDEs, Dynamic programming for mean-field type control, An Optimal Control Derivation of Nonlinear Smoothing Equations, Control Strategies for the Dynamics of Large Particle Systems, Mean-Field Game Strategies for Optimal Execution, Stackelberg solution of first-order mean field game with a major player, Stochastic Control with Delayed Information and Related Nonlinear Master Equation, Parabolic Bellman Equations with Risk Control, Probabilistic Approach to Mean Field Games and Mean Field Type Control Problems with Multiple Populations, On the relaxed mean-field stochastic control problem, Competition versus Cooperation: A Class of Solvable Mean Field Impulse Control Problems, Model uncertainty stochastic mean-field control, On Balanced Growth Path Solutions of a Knowledge Diffusion and Growth Model, A Mean-Variance Approach to Capital Investment Optimization, Kinetic-Controlled Hydrodynamics for Traffic Models with Driver-Assist Vehicles, Stability of McKean–Vlasov stochastic differential equations and applications, Mean‐field games for multiagent systems with multiplicative noises, On the implementation of a primal-dual algorithm for second order time-dependent Mean Field Games with local couplings, Price of anarchy for Mean Field Games, Discrete-time average-cost mean-field games on Polish spaces, A Tale of a Principal and Many, Many Agents, On the (In)efficiency of MFG Equilibria, Switching diffusions with mean-field interactions: limit results, maximum principle, and non-Markov systems, Convergence Analysis of Machine Learning Algorithms for the Numerical Solution of Mean Field Control and Games I: The Ergodic Case, Mean-field optimal control as Gamma-limit of finite agent controls, Extended Mean Field Control Problems: Stochastic Maximum Principle and Transport Perspective, A Fokker--Planck Approach to the Reconstruction of a Cell Membrane Potential, An ergodic problem for Mean Field Games: qualitative properties and numerical simulations, The variational structure and time-periodic solutions for mean-field games systems, Displacement convexity for first-order mean-field games, Mean Field Control and Mean Field Game Models with Several Populations, Robust linear quadratic mean field social control: A direct approach, Finite stateN-agent and mean field control problems, Social optima in leader-follower mean field linear quadratic control, Mean Field Stackelberg Games: Aggregation of Delayed Instructions, Social Optima in Mean Field Linear-Quadratic-Gaussian Control with Volatility Uncertainty, Stochastic linear quadratic optimal control problems for mean-field stochastic evolution equations, A discrete-time mean-field stochastic linear-quadratic optimal control problem with financial application, Relationship between backward and forward linear-quadratic mean-field-game with terminal constraint and optimal asset allocation for insurers and pension funds, Finite Dimensional Approximations of Hamilton--Jacobi--Bellman Equations in Spaces of Probability Measures, Recent Developments in Controlled Crowd Dynamics, A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition, A mean-field formulation for the mean-variance control of discrete-time linear systems with multiplicative noises, Optimal control for unknown mean-field discrete-time system based on Q-Learning, State-density flows of non-degenerate density-dependent mean field SDEs and associated PDEs, A myopic adjustment process for mean field games with finite state and action space, Learning Optimal Policies in Potential Mean Field Games: Smoothed Policy Iteration Algorithms, A Hessian-dependent functional with free boundaries and applications to mean-field games, Linear-quadratic-Gaussian mean-field controls of social optima, Q-learning in regularized mean-field games, Approximation of \(N\)-player stochastic games with singular controls by mean field games, Optimal control of path-dependent McKean-Vlasov SDEs in infinite-dimension, Model-free policy iteration approach to NCE-based strategy design for linear quadratic Gaussian games, Inverse problems for mean field games, Stochastic \(H_2/H_{\infty}\) control for mean-field stochastic differential systems with \((x, u, v)\)-dependent noise, Linear-Quadratic Large-Population Problem with Partial Information: Hamiltonian Approach and Riccati Approach, A singular perturbation problem for mean field games of acceleration: application to mean field games of control, Almost sure exponential stability of two-strategy evolutionary games with multiplicative noise, Markovian-switching systems: backward and forward-backward stochastic differential equations, mean-field interactions, and nonzero-sum differential games, Conditional McKean-Vlasov SDEs with jumps and Markovian regime-switching: wellposedness, propagation of chaos, averaging principle, Selected topics in mean field games