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
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
Cited In (only showing first 100 items - show all)
- 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
- On classical solutions to the mean field game system of controls
- The law of large numbers for quantum stochastic filtering and control of many-particle systems
- Remarks on Nash equilibria in mean field game models with a major player
- Quantum mean-field games with the observations of counting type
- The Euler-Lagrange approximation of the mean field game for the planning problem
- Numerical solution of a parabolic optimal control problem arising in economics and management
- Weak KAM theory for potential MFG
- Hypoelliptic mean field games -- a case study
- Almost automorphic solutions for mean-field stochastic differential equations driven by fractional Brownian motion
- Algorithms for solving high dimensional PDEs: from nonlinear Monte Carlo to machine learning
- Approximations of two-dimensional mean field games with nonsymmetric controls
- Extended mean-field control problem with partial observation
- Non coercive unbounded first order mean field games: the Heisenberg example
- Mean field games under invariance conditions for the state space
- Mean field approximation of an optimal control problem for the continuity equation arising in smart charging
- Non-coercive first order mean field games
- Convergence of Large Population Games to Mean Field Games with Interaction Through the Controls
- A mean-field game approach to price formation
- Hybrid control for optimal visiting problems for a single player and for a crowd
- Numerical study of the stock market crises based on mean field games approach
- Splitting methods for a class of non-potential mean field games
- A Tale of a Principal and Many, Many Agents
- Viscosity solutions for controlled McKean-Vlasov jump-diffusions
- Abstract McKean-Vlasov and Hamilton-Jacobi-Bellman equations, their fractional versions and related forward-backward systems on Riemannian manifolds
- Stationary fully nonlinear mean-field games
- Fourier approximation methods for first-order nonlocal mean-field games
- Finite mean field games: fictitious play and convergence to a first order continuous mean field game
- Deterministic limit of mean field games associated with nonlinear Markov processes
- Modeling and computation of mean field game with compound carbon abatement mechanisms
- A general stochastic maximum principle for mean-field controls with regime switching
- \(N\)-player games and mean-field games with smooth dependence on past absorptions
- Mean field games with common noises and conditional distribution dependent FBSDEs
- On mean field systems with multi-classes
- On first order mean field game systems with a common noise
- Mean field games with controlled jump-diffusion dynamics: existence results and an illiquid interbank market model
- Mean field games master equations with nonseparable Hamiltonians and displacement monotonicity
- McKean–Vlasov Optimal Control: Limit Theory and Equivalence Between Different Formulations
- A Lagrangian Approach for Aggregative Mean Field Games of Controls with Mixed and Final Constraints
- Solvability of infinite horizon McKean-Vlasov FBSDEs in mean field control problems and games
- An example of multiple mean field limits in ergodic differential games
- Stochastic graphon games. I: The static case
- Discrete approximation of stationary mean field games
- Approachability in population games
- Normalized concentrating solutions to nonlinear elliptic problems
- The selection problem for some first-order stationary mean-field games
- Nonlinear elliptic systems with coupled gradient terms
- Some estimates for the planning problem with potential
- Bellman systems with mean field dependent dynamics
- Modeling behavioral social systems
- Global-in-time regularity via duality for congestion-penalized Mean Field Games
- Quantum mean-field games
- \(N\)-player games and mean-field games with absorption
- ``Phase diagram of a mean field game
- Systemic risk and interbank lending
- Existence theory for non-separable mean field games in Sobolev spaces
- Reinforcement learning and stochastic optimisation
- On the weak theory for mean field games systems
- Mean-field games of optimal stopping: a relaxed solution approach
- On the (in)efficiency of MFG equilibria
- Control and optimal stopping mean field games: a linear programming approach
- Linear-quadratic mean field Stackelberg games with state and control delays
- On the variational formulation of some stationary second-order mean field games systems
- Selection of equilibria in a linear quadratic mean-field game
- Mean field games based on stable-like processes
- Model-free policy iteration approach to NCE-based strategy design for linear quadratic Gaussian games
- Mean field game of controls and an application to trade crowding
- One-dimensional, forward-forward mean-field games with congestion
- Generalized control systems in the space of probability measures
- A probabilistic numerical method for a class of mean field games
- On a class of distribution dependent stochastic differential equations driven by time-changed Brownian motions
- The Convergence Problem in Mean Field Games with Neumann Boundary Conditions
- Ergodic control of McKean-Vlasov SDEs and associated Bellman equation
- Sobolev regularity for first order 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)