Mean field games. I: The stationary case

From MaRDI portal
Publication:857124

DOI10.1016/j.crma.2006.09.019zbMath1153.91009OpenAlexW2028316825WikidataQ56484404 ScholiaQ56484404MaRDI QIDQ857124

Pierre-Louis Lions, Jean-Michel Lasry

Publication date: 14 December 2006

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2006.09.019



Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).


Related Items (only showing first 100 items - show all)

Analytic dependence on parameters for Evans' approximated weak KAM solutionsSelection by vanishing common noise for potential finite state mean field gamesMean-Field Limit for a Class of Stochastic Ergodic Control ProblemsPathwise Solutions for Fully Nonlinear First- and Second-Order Partial Differential Equations with Multiplicative Rough Time DependenceGame theoretic decentralized feedback controls in Markov jump processesA variational approach to first order kinetic mean field games with local couplingsA Probabilistic Approach to Classical Solutions of the Master Equation for Large Population EquilibriaMEAN FIELD GAMES EQUATIONS WITH QUADRATIC HAMILTONIAN: A SPECIFIC APPROACHOn the Discretization of Some Nonlinear Fokker--Planck--Kolmogorov Equations and ApplicationsPARADIGM SHIFT: A MEAN FIELD GAME APPROACHShort-time existence of solutions for mean-field games with congestionWellposedness of Mean Field Games with Common Noise under a Weak Monotonicity ConditionA Numerical Scheme for a Mean Field Game in Some Queueing Systems Based on Markov Chain Approximation MethodHomogenization of a Mean Field Game System in the Small Noise LimitWeak Solutions for First Order Mean Field Games with Local CouplingExistence of Weak Solutions to Stationary Mean-Field Games through Variational InequalitiesTime-Dependent Mean-Field Games with Logarithmic NonlinearitiesFinite state mean field games with Wright-Fisher common noiseOptimal control of conditioned processes with feedback controlsOn the convergence of closed-loop Nash equilibria to the mean field game limitPathwise McKean-Vlasov theory with additive noiseLinear-Quadratic-Gaussian Mixed Mean-Field Games with Heterogeneous Input ConstraintsModeling and computation of mean field game with compound carbon abatement mechanismsDynamic marketing policies with rating-sensitive consumers: a mean-field games approachGeneralized control systems in the space of probability measuresGlobal-in-time regularity via duality for congestion-penalized Mean Field GamesStochastic graphon games. II: The linear-quadratic caseLong time behavior of the master equation in mean field game theoryThe planning problem in mean field games as regularized mass transportPartial differential equation models in macroeconomicsFrom Nash to Cournot–Nash equilibria via the Monge–Kantorovich problemSocio-economic applications of finite state mean field gamesFrom the master equation to mean field game limit theory: a central limit theoremA primal-dual partial inverse algorithm for constrained monotone inclusions: applications to stochastic programming and mean field gamesNumerical resolution of McKean-Vlasov FBSDEs using neural networksModeling behavioral social systemsOn the Variational Formulation of Some Stationary Second-Order Mean Field Games SystemsAnalysis of the finite-state ergodic master equationLearning in mean field games: The fictitious playProximal Methods for Stationary Mean Field Games with Local CouplingsHamilton–Jacobi–Bellman EquationsPorous media equations with nonlinear gradient noise and Dirichlet boundary conditionsA Mean Field Game of Optimal StoppingMean field Markov decision processesOn the existence of classical solutions for stationary extended mean field gamesOptimal partial transport problem with Lagrangian costsOn non-uniqueness in mean field gamesOptimal density evolution with congestion: L bounds via flow interchange techniques and applications to variational Mean Field GamesViscosity Solutions for Controlled McKean--Vlasov Jump-DiffusionsCOMPUTATION OF MEAN FIELD EQUILIBRIA IN ECONOMICSA monotonic method for nonlinear optimal control problems with concave dependence on the stateRecent advances in various fields of numerical probabilityAnalysis of a Finite State Many Player Game Using Its Master EquationOptimal Transport and Cournot-Nash EquilibriaPreface: DGAA special issue on mean field gamesLong time average of first order mean field games and weak KAM theoryThe derivation of ergodic mean field game equations for several populations of playersLinear-quadratic time-inconsistent mean field gamesPreface: DGAA 2nd special issue on mean field gamesMean field games models -- a brief surveyMean-field games and dynamic demand management in power gridsOn the rate of convergence for the mean-field approximation of controlled diffusions with large number of playersOn the planning problem for the mean field games systemLax connection and conserved quantities of quadratic mean field gamesStochastic evolutionary differential games toward a systems theory of behavioral social dynamicsPositional strategies in mean-field control problems on a finite state spaceExtended Deterministic Mean-Field GamesTime-dependent mean-field games in the superquadratic caseLong time behavior and turnpike solutions in mildly non-monotone mean field gamesUniqueness issues for evolution equations with density constraintsMinimal-time mean field gamesAn entropy minimization approach to second-order variational mean-field gamesFirst Order Mean Field Games with Density Constraints: Pressure Equals PriceA variational approach to the mean field planning problemON A PARABOLIC FREE BOUNDARY EQUATION MODELING PRICE FORMATIONStationary focusing mean-field gamesSwitching diffusions with mean-field interactions: limit results, maximum principle, and non-Markov systemsBrake orbits and heteroclinic connections for first order mean field gamesThe Hessian Riemannian flow and Newton’s method for effective Hamiltonians and Mather measuresConvergence Analysis of Machine Learning Algorithms for the Numerical Solution of Mean Field Control and Games I: The Ergodic CaseCournot--Nash Equilibrium and Optimal Transport in a Dynamic SettingA Note on Nonconvex Mean Field GamesAn ergodic problem for Mean Field Games: qualitative properties and numerical simulationsThe variational structure and time-periodic solutions for mean-field games systemsDisplacement convexity for first-order mean-field gamesMean Field Control and Mean Field Game Models with Several PopulationsControlled Markov chains with non-exponential discounting and distribution-dependent costsDiscrete-time mean field games with risk-averse agentsContact rate epidemic control of COVID-19: an equilibrium viewApproximations of two-dimensional mean field games with nonsymmetric controlsMean reflected stochastic differential equations with jumpsFinite mean field games: fictitious play and convergence to a first order continuous mean field gameGraphon Mean Field Games and Their EquationsA cubature based algorithm to solve decoupled McKean-Vlasov forward-backward stochastic differential equationsMulti-population mean field games systems with Neumann boundary conditionsAlgorithms for solving high dimensional PDEs: from nonlinear Monte Carlo to machine learningMean field games via controlled martingale problems: existence of Markovian equilibriaUnnamed ItemA Mean Field Game Approach to Equilibrium Pricing with Market Clearing ConditionTerminal Ranking Games



Cites Work


This page was built for publication: Mean field games. I: The stationary case