Linear-quadratic mean field Stackelberg games with state and control delays
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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
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- Emergent Behavior in Flocks
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- 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
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- Systemic risk and stochastic games with delay
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- 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
- -Nash mean field game theory for nonlinear stochastic dynamical systems with major and minor agents
Cited in
(34)- Open-loop Stackelberg strategies in a linear-quadratic differential game with time delay
- Large banks and systemic risk: insights from a mean-field game model
- A progressive maximum principle of fully coupled mean-field system with jumps
- Stochastic linear-quadratic mean-field games of controls for delayed systems with jump diffusion
- Linear quadratic extended mean field games and control problems
- Leader-follower decentralized optimal control for large population hexarotors with tilted propellers: a Stackelberg game approach
- Convex analysis for LQG systems with applications to major-minor LQG mean-field game systems
- Stochastic differential games of mean-field type and path-dependent Bellman-Isaacs master equations
- Mean-field leader-follower games with terminal state constraint
- LQG risk-sensitive single-agent and major-minor mean-field game systems: a variational framework
- Hierarchical structures and leadership design in mean-field-type games with polynomial cost
- Probabilistic approach to mean field games and mean field type control problems with multiple populations
- Exploratory LQG mean field games with entropy regularization
- A linear-quadratic mean-field stochastic Stackelberg differential game with random exit time
- Linear-quadratic generalized Stackelberg games with jump-diffusion processes and related forward-backward stochastic differential equations
- Systemic risk and stochastic games with delay
- Closed-loop equilibria for mean-field games in randomly switching environments with general discounting costs
- A nonhomogeneous mean-field linear-quadratic optimal control problem and application
- Zero-Sum Stackelberg Stochastic Linear-Quadratic Differential Games
- Linear quadratic mean field games: decentralized \(O(1/N)\)-Nash equilibria
- Linear-quadratic mean-field backward Stackelberg game with mixed terminal perturbation
- Linear quadratic mean field games with a major player: the multi-scale approach
- A class of hybrid LQG mean field games with state-invariant switching and stopping strategies
- Mean field analysis of two-party governance: competition versus cooperation among leaders
- Pareto-based Stackelberg solutions for the mean-field type discrete-time stochastic systems with cooperative followers
- Mean field Stackelberg games: aggregation of delayed instructions
- A linear quadratic stochastic Stackelberg differential game with time delay
- Stackelberg solution of first-order mean field game with a major player
- Linear-Quadratic Stochastic Stackelberg Games of N Players for Time-Delay Systems and Related FBSDEs
- Crandall-Lions viscosity solutions for path-dependent PDEs: the case of heat equation
- Bilevel optimization: theory, algorithms, applications and a bibliography
- Two system transformation data-driven algorithms for linear quadratic mean-field games
- Control strategies for the dynamics of large particle systems
- Stochastic control with delayed information and related nonlinear master equation
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