Mean field games. I: The stationary case

DOI10.1016/J.CRMA.2006.09.019zbMATH Open1153.91009OpenAlexW2028316825WikidataQ56484404 ScholiaQ56484404MaRDI QIDQ857124FDOQ857124

Authors: P.-L. Lions, J.-M. 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

Recommendations

• Mean field games
• Mean field games and applications
• Continuous time finite state mean field games
• Mean field games: numerical methods
• Mean field games. II: Finite horizon and optimal control

Mathematics Subject Classification ID

Noncooperative games (91A10) Nonlinear elliptic equations (35J60) (n)-person games, (n>2) (91A06) Games with infinitely many players (91A07) Stochastic games, stochastic differential games (91A15)

Cites Work

• Markets with a Continuum of Traders
• Title not available (Why is that?)
• Ergodic Bellman systems for stochastic games in arbitrary dimension
• Towards a self-consistent theory of volatility

Cited In (only showing first 100 items - show all)

• A semi-Lagrangian scheme for a degenerate second order mean field game system
• On the system of partial differential equations arising in mean field type control
• Linear-quadratic mean field games
• Control of McKean-Vlasov dynamics versus mean field games
• On the planning problem for a class of mean field games
• Short-time existence of solutions for mean-field games with congestion
• Discrete time mean field games: the short-stage limit
• Large-scale dynamics of mean-field games driven by local Nash equilibria
• A primal-dual partial inverse algorithm for constrained monotone inclusions: applications to stochastic programming and mean field games
• A minimax approach to mean field games
• ON A PARABOLIC FREE BOUNDARY EQUATION MODELING PRICE FORMATION
• Mean field games. II: Finite horizon and optimal control
• Mean field games
• Small strong solutions for time-dependent mean field games with local coupling
• Strongly coupled elliptic equations related to mean-field games systems
• Discrete time, finite state space mean field games
• A stochastic Evans-Aronsson problem
• An extended mean field game for storage in smart grids
• Decomposition and mean-field approach to mixed integer optimal compensation problems
• Mean field games with a dominating player
• Robust mean field games
• Finite horizon mean field games on networks
• Modeling a case of herding behavior in a multi-player game
• Computation of mean field equilibria in economics
• Mean field games equations with quadratic Hamiltonian: a specific approach
• Some recent aspects of differential game theory
• Linear-quadratic \(N\)-person and mean-field games: infinite horizon games with discounted cost and singular limits
• Mean field type control with congestion
• A probabilistic approach to mean field games with major and minor players
• Control and Nash games with mean field effect
• A reference case for mean field games models
• A general characterization of the mean field limit for stochastic differential games
• Scalar conservation laws with rough (stochastic) fluxes
• Scalar conservation laws with rough (stochastic) fluxes: the spatially dependent case
• Stochastic evolutionary differential games toward a systems theory of behavioral social dynamics
• Weak solutions to Fokker-Planck equations and mean field games
• Second order mean field games with degenerate diffusion and local coupling
• On a mean field optimal control problem
• Augmented Lagrangian methods for transport optimization, mean field games and degenerate elliptic equations
• Existence for stationary mean-field games with congestion and quadratic Hamiltonians
• Some remarks on mean field games
• Time-dependent mean-field games in the subquadratic case
• Mean field games models -- a brief survey
• On the planning problem for the mean field games system
• The master equation for large population equilibriums
• Existence of weak solutions to stationary mean-field games through variational inequalities
• Further PDE methods for weak KAM theory
• Competition with high number of agents and a major one
• Mean field Stackelberg games: aggregation of delayed instructions
• Remarks on existence and uniqueness of Cournot-Nash equilibria in the non-potential case
• Paladins as predators: invasive waves in a spatial evolutionary adversarial game
• A stochastic maximum principle for a stochastic differential game of a mean-field type
• Optimal partial transport problem with Lagrangian costs
• On the existence of classical solutions for stationary extended mean field games
• Individual vaccination as Nash equilibrium in a SIR model with application to the 2009--2010 influenza A (H1N1) epidemic in France
• Stochastic nonlinear Fokker-Planck equations
• Dynamic Cournot-Nash equilibrium: the non-potential case
• Long time average of first order mean field games and weak KAM theory
• Mean-field games with a major player
• Krasovskii-Subbotin approach to mean field type differential games
• Mean field games with heterogeneous groups: application to banking systems
• Optimal transport and Cournot-Nash equilibria
• Extended mean field games
• Opinion dynamics in social networks through mean-field games
• Stationary focusing mean-field games
• Linear-quadratic time-inconsistent mean field games
• Total reward semi-Markov mean-field games with complementarity properties
• Continuous time finite state mean field games
• Mean-field games and dynamic demand management in power grids
• Optimal transport and large number of particles
• Mean-field-type games
• Existence and uniqueness result for mean field games with congestion effect on graphs
• On the rate of convergence for the mean-field approximation of controlled diffusions with large number of players
• An introduction to mean field game theory
• An Algebraic Convergence Rate for the Optimal Control of McKean–Vlasov Dynamics
• Porous media equations with nonlinear gradient noise and Dirichlet boundary conditions
• Random lift of set valued maps and applications to multiagent dynamics
• Convex analysis for LQG systems with applications to major-minor LQG mean-field game systems
• Dynamic marketing policies with rating-sensitive consumers: a mean-field games approach
• On quasi-stationary mean field games models
• Brake orbits and heteroclinic connections for first order mean field games
• Exploratory LQG mean field games with entropy regularization
• Viability analysis of the first-order mean field games
• On non-uniqueness in mean field games
• Social optima in mean field linear-quadratic-Gaussian models with control input constraint
• Controlling propagation of epidemics via mean-field control
• Optimal incentives to mitigate epidemics: a Stackelberg mean field game approach
• Finite state graphon games with applications to epidemics
• The duality method for mean field games systems
• The Hessian Riemannian flow and Newton's method for effective Hamiltonians and Mather measures
• Mathematical models of self-propelled particles
• A potential approach for planning mean-field games in one dimension
• Backward-forward linear-quadratic mean-field Stackelberg games
• Numerical methods for mean field games based on Gaussian processes and Fourier features
• Random features for high-dimensional nonlocal mean-field games
• A class of hybrid LQG mean field games with state-invariant switching and stopping strategies
• Backward propagation of chaos
• Particle approximation of one-dimensional mean-field games with local interactions
• Second order local minimal-time mean field games
• Lecture notes on variational mean field games

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

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q857124)