Linear-quadratic mean field Stackelberg games with state and control delays
From MaRDI portal
Publication:5355199
Recommendations
- Mean field Stackelberg games: aggregation of delayed instructions
- A linear quadratic stochastic Stackelberg differential game with time delay
- Linear quadratic mean field Stackelberg differential games
- A mean-field linear-quadratic stochastic Stackelberg differential game with one leader and two followers
- Backward-forward linear-quadratic mean-field Stackelberg games
Cites work
- scientific article; zbMATH DE number 5012789 (Why is no real title available?)
- scientific article; zbMATH DE number 1022519 (Why is no real title available?)
- scientific article; zbMATH DE number 7005721 (Why is no real title available?)
- A maximum principle for SDEs of mean-field type
- A mean-field stochastic maximum principle via Malliavin calculus
- An Evolution Equation Approach to Nonautonomous Linear Systems with State, Input, and Output Delays
- Dynamic programming for optimal control problems with delays in the control variable
- Emergent Behavior in Flocks
- Explicit solutions of some linear-quadratic mean field games
- HJB Equations for the Optimal Control of Differential Equations with Delays and State Constraints, II: Verification and Optimal Feedbacks
- HJB equations for the optimal control of differential equations with delays and state constraints. I: Regularity of viscosity solutions
- Large deviations for a mean field model of systemic risk
- Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
- Large-population LQG games involving a major player: the Nash certainty equivalence principle
- Linear-quadratic mean field games
- Mean field Stackelberg games: aggregation of delayed instructions
- Mean field games
- Mean field games and applications
- Mean field games and mean field type control theory
- Mean field games with a dominating player
- Mean field games. I: The stationary case
- Mean field games. II: Finite horizon and optimal control
- Mean-Field Linear-Quadratic-Gaussian (LQG) Games for Stochastic Integral Systems
- Mean-field backward stochastic differential equations: A limit approach
- Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations
- Probabilistic analysis of mean-field games
- Quadratic Control of Evolution Equations with Delays in Control
- Solution of forward-backward stochastic differential equations
- Stochastic Optimal Control with Delay in the Control I: Solving the HJB Equation through Partial Smoothing
- Systemic risk and stochastic games with delay
- The Infinite Time Quadratic Control Problem for Linear Systems with State and Control Delays: An Evolution Equation Approach
- The Linear-Quadratic Control Problem for Retarded Systems with Delays in Control and Observation
- The Linear-Quadratic Optimal Control Problem with Delays in State and Control Variables: A State Space Approach
- \(\epsilon\)-Nash mean field game theory for nonlinear stochastic dynamical systems with major and minor agents
Cited in
(23)- Leader-follower decentralized optimal control for large population hexarotors with tilted propellers: a Stackelberg game approach
- Probabilistic approach to mean field games and mean field type control problems with multiple populations
- Linear-quadratic generalized Stackelberg games with jump-diffusion processes and related forward-backward stochastic differential equations
- A class of hybrid LQG mean field games with state-invariant switching and stopping strategies
- Exploratory LQG mean field games with entropy regularization
- Systemic risk and stochastic games with delay
- Zero-Sum Stackelberg Stochastic Linear-Quadratic Differential Games
- Linear-Quadratic Stochastic Stackelberg Games of N Players for Time-Delay Systems and Related FBSDEs
- Stackelberg solution of first-order mean field game with a major player
- Linear quadratic mean field games with a major player: the multi-scale approach
- Linear quadratic mean field games: decentralized \(O(1/N)\)-Nash equilibria
- Stochastic control with delayed information and related nonlinear master equation
- Open-loop Stackelberg strategies in a linear-quadratic differential game with time delay
- Hierarchical structures and leadership design in mean-field-type games with polynomial cost
- A linear quadratic stochastic Stackelberg differential game with time delay
- A linear-quadratic mean-field stochastic Stackelberg differential game with random exit time
- Mean field Stackelberg games: aggregation of delayed instructions
- Crandall-Lions viscosity solutions for path-dependent PDEs: the case of heat equation
- A nonhomogeneous mean-field linear-quadratic optimal control problem and application
- Convex analysis for LQG systems with applications to major-minor LQG mean-field game systems
- Control strategies for the dynamics of large particle systems
- Bilevel optimization: theory, algorithms, applications and a bibliography
- Mean-field leader-follower games with terminal state constraint
This page was built for publication: Linear-quadratic mean field Stackelberg games with state and control delays
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5355199)
