Mean field Stackelberg games: aggregation of delayed instructions
DOI10.1137/140993399zbMATH Open1320.91028OpenAlexW1076438846MaRDI QIDQ5502187FDOQ5502187
Authors: M. H. M. Chau, Sheung Chi Phillip Yam, Alain Bensoussan 
Publication date: 18 August 2015
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/9211955516f8f534adf9b2b6178714511efc01fc
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Differential games (aspects of game theory) (91A23) Limit theorems in probability theory (60F99) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) (n)-person games, (n>2) (91A06) Games with infinitely many players (91A07) Hierarchical games (including Stackelberg games) (91A65) Optimal stochastic control (93E20)
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Cited In (28)
- Linear-quadratic mean field games
- Convex analysis for LQG systems with applications to major-minor LQG mean-field game systems
- Mean-field leader-follower games with terminal state constraint
- Dynamic marketing policies with rating-sensitive consumers: a mean-field games approach
- Hierarchical structures and leadership design in mean-field-type games with polynomial cost
- Risk-adjusted bowley reinsurance under distorted probabilities
- Probabilistic approach to mean field games and mean field type control problems with multiple populations
- A dynamic collective choice model with an advertiser
- Dynamic mean-variance problem with frictions
- Optimal incentives to mitigate epidemics: a Stackelberg mean field game approach
- Stochastic control and differential games with path-dependent influence of controls on dynamics and running cost
- Linear-quadratic mean field Stackelberg games with state and control delays
- Linear quadratic mean field games with a major player: the multi-scale approach
- Connections between mean-field game and social welfare optimization
- Splitting methods and short time existence for the master equations in mean field games
- Risk-sensitive mean field games via the stochastic maximum principle
- Multiscale control of Stackelberg games
- Remarks on Nash equilibria in mean field game models with a major player
- Discrete-time mean field partially observable controlled systems subject to common noise
- Stackelberg solution of first-order mean field game with a major player
- A linear quadratic stochastic Stackelberg differential game with time delay
- Relative performance evaluation for dynamic contracts in a large competitive market
- Discrete-time indefinite linear-quadratic mean field games and control: the finite-population case
- Linear-Quadratic Stochastic Stackelberg Games of N Players for Time-Delay Systems and Related FBSDEs
- Backward stochastic dynamics with a subdifferential operator and non-local parabolic variational inequalities
- Linear-quadratic mixed Stackelberg-Nash stochastic differential game with major-minor agents
- Bilevel optimization: theory, algorithms, applications and a bibliography
- Stochastic control with delayed information and related nonlinear master equation
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