Mean field games of energy storage devices: a finite difference analysis
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Cites work
- A numerical method for mean field games on networks
- An upwind finite-difference method for the approximation of viscosity solutions to Hamilton-Jacobi-Bellman equations
- Discrete time, finite state space 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
- Linear quadratic mean field games with a major player: the multi-scale approach
- Linearly Solvable Mean-Field Traffic Routing Games
- Long time behavior of the master equation in mean field game theory
- Mean field games
- Mean field games and applications
- Mean field games: convergence of a finite difference method
- Mean field games: numerical methods
- Mean field games. I: The stationary case
- Mean field games. II: Finite horizon and optimal control
- Mean-field linear-quadratic stochastic differential games
- Mean-field type forward-backward doubly stochastic differential equations and related stochastic differential games
- Multipopulation Aggregative Games:Equilibrium Seeking via Mean-Field Control and Consensus
- Robust mean field games
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