On the Graphon Mean Field Game equations: Individual agent affine dynamics and mean field dependent performance functions

DOI10.1051/cocv/2022020zbMath1492.91041arXiv2009.12144OpenAlexW3088206153WikidataQ114011476 ScholiaQ114011476MaRDI QIDQ5864583

Jiamin Jian, Daniel W. C. Ho, M. Y. Huang, Peter E. Caines, Qingshuo Song

Publication date: 8 June 2022

Published in: ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2009.12144

zbMATH Keywords

graphonHamilton-Jacobi-Bellman equationmean field games

Mathematics Subject Classification ID

Applications of graph theory (05C90) Mean field games (aspects of game theory) (91A16) PDEs in connection with mean field game theory (35Q89)

Related Items

From mean field games to Navier-Stokes equations, Propagation of chaos of forward-backward stochastic differential equations with graphon interactions

Cites Work

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