Linear-quadratic \(N\)-person and mean-field games: infinite horizon games with discounted cost and singular limits

DOI10.1007/s13235-014-0129-8zbMath1348.91024arXiv1403.4090OpenAlexW2062240654MaRDI QIDQ747906

Fabio S. Priuli

Publication date: 19 October 2015

Published in: Dynamic Games and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1403.4090

zbMATH Keywords

Nash equilibriamean field gameslinear-quadratic differential games

Mathematics Subject Classification ID

Noncooperative games (91A10) Differential games (aspects of game theory) (91A23) (n)-person games, (n>2) (91A06) Games with infinitely many players (91A07) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Stochastic games, stochastic differential games (91A15)

Related Items (6)

Linear-quadratic mean field games ⋮ Linear quadratic mean field games with a major player: the multi-scale approach ⋮ Linear-Quadratic-Gaussian Mixed Mean-Field Games with Heterogeneous Input Constraints ⋮ Modeling and computation of an integral operator Riccati equation for an infinite-dimensional stochastic differential equation governing streamflow discharge ⋮ Solvability of infinite horizon McKean-Vlasov FBSDEs in mean field control problems and games ⋮ PMP-based numerical solution for mean field game problem of general nonlinear system

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