Decentralized -Nash strategy for linear quadratic mean field games using a successive approximation approach
From MaRDI portal
Publication:6583288
Recommendations
- Linear quadratic mean field games: decentralized \(O(1/N)\)-Nash equilibria
- \(\epsilon\)-Nash mean-field games for general linear-quadratic systems with applications
- Decentralized strategies for finite population linear-quadratic-Gaussian games and teams
- Leader-follower mean field LQ games: a direct method
- Large-population LQG games involving a major player: the Nash certainty equivalence principle
Cites work
- scientific article; zbMATH DE number 1325009 (Why is no real title available?)
- An integral control formulation of mean field game based large scale coordination of loads in smart grids
- Coordination and Consensus of Networked Agents with Noisy Measurements: Stochastic Algorithms and Asymptotic Behavior
- Explicit solutions of some linear-quadratic mean field games
- Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
- Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria
- Large-population LQG games involving a major player: the Nash certainty equivalence principle
- Linear Quadratic Mean Field Games: Asymptotic Solvability and Relation to the Fixed Point Approach
- Linear Quadratic Risk-Sensitive and Robust Mean Field Games
- Linear quadratic mean field games: decentralized \(O(1/N)\)-Nash equilibria
- Linear quadratic mean-field-game of backward stochastic differential systems
- Linear-quadratic-Gaussian mixed mean-field games with heterogeneous input constraints
- Mean field game of controls and an application to trade crowding
- Mean field games
- Mean field games and applications
- Mean field games and applications: numerical aspects
- Mean field games and mean field type control theory
- Mean field games models -- a brief survey
- Mean field games. I: The stationary case
- Probabilistic theory of mean field games with applications II. Mean field games with common noise and master equations
- Social optima in linear quadratic mean field control with unmodeled dynamics and multiplicative noise
- Social optima in mean field linear-quadratic-Gaussian models with control input constraint
- The Master Equation and the Convergence Problem in Mean Field Games
Cited in
(2)
This page was built for publication: Decentralized \(\varepsilon \)-Nash strategy for linear quadratic mean field games using a successive approximation approach
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6583288)
