Mean field games. II: Finite horizon and optimal control
From MaRDI portal
Publication:869474
DOI10.1016/J.CRMA.2006.09.018zbMATH Open1153.91010OpenAlexW2057470999WikidataQ56484403 ScholiaQ56484403MaRDI QIDQ869474FDOQ869474
Publication date: 2 March 2007
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.2006.09.018
Recommendations
Noncooperative games (91A10) Nonlinear parabolic equations (35K55) Existence of optimal solutions to problems involving randomness (49J55) Games with infinitely many players (91A07) Stochastic games, stochastic differential games (91A15) Optimal stochastic control (93E20)
Cites Work
Cited In (only showing first 100 items - show all)
- An Algebraic Convergence Rate for the Optimal Control of McKean–Vlasov Dynamics
- Random lift of set valued maps and applications to multiagent dynamics
- A Cucker--Smale Inspired Deterministic Mean Field Game with Velocity Interactions
- Convex analysis for LQG systems with applications to major-minor LQG mean-field game systems
- Regularizing effects of the entropy functional in optimal transport and planning problems
- Mean Field Games with Partial Observation
- Title not available (Why is that?)
- Dynamic marketing policies with rating-sensitive consumers: a mean-field games approach
- On quasi-stationary mean field games models
- A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition
- Exploratory LQG mean field games with entropy regularization
- On non-uniqueness in mean field games
- Finite State Mean Field Games with Wright–Fisher Common Noise as Limits ofN-Player Weighted Games
- Finite state graphon games with applications to epidemics
- The duality method for mean field games systems
- A Discrete Weak KAM Method for First-Order Stationary Mean Field Games
- Mean field games with absorption and common noise with a model of bank run
- 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
- 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
- A mean field game inverse problem
- Strong averaging principle for two-time-scale stochastic McKean-Vlasov equations
- On classical solutions to the mean field game system of controls
- Existence of solutions to contact mean-field games of first order
- Mean field games in the weak noise limit : a WKB approach to the Fokker-Planck equation
- A Note on Nonconvex Mean Field Games
- Numerical resolution of McKean-Vlasov FBSDEs using neural networks
- On the long time convergence of potential MFG
- Remarks on Nash equilibria in mean field game models with a major player
- New estimates on the regularity of the pressure in density‐constrained mean field games
- Lagrangian Discretization of Variational Mean Field Games
- Almost automorphic solutions for mean-field stochastic differential equations driven by fractional Brownian motion
- Stackelberg solution of first-order mean field game with a major player
- Algorithms for solving high dimensional PDEs: from nonlinear Monte Carlo to machine learning
- A McKean-Vlasov game of commodity production, consumption and trading
- Existence, uniqueness and exponential ergodicity under Lyapunov conditions for McKean-Vlasov SDEs with Markovian switching
- Extended mean-field control problem with partial observation
- Mean field games under invariance conditions for the state space
- Large tournament games
- Mean field approximation of an optimal control problem for the continuity equation arising in smart charging
- From mean field games to the best reply strategy in a stochastic framework
- Mean-field games and swarms dynamics in Gaussian and non-Gaussian environments
- A Tale of a Principal and Many, Many Agents
- Optimal Incentives to Mitigate Epidemics: A Stackelberg Mean Field Game Approach
- Controlling Propagation of Epidemics via Mean-Field Control
- The Hessian Riemannian flow and Newton’s method for effective Hamiltonians and Mather measures
- 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
- Graphon Mean Field Games and Their Equations
- Linear-Quadratic Mean Field Stackelberg Games with State and Control Delays
- Probabilistic interpretation for Sobolev solutions of McKean-Vlasov partial differential equations
- Discrete approximation of stationary mean field games
- Joint time-state generalized semiconcavity of the value function of a jump diffusion optimal control problem
- On the existence of oscillating solutions in non-monotone mean-field games
- Modeling and computation of mean field equilibria in producers' game with emission permits trading
- Modeling behavioral social systems
- Global-in-time regularity via duality for congestion-penalized Mean Field Games
- A dynamic collective choice model with an advertiser
- Hamilton–Jacobi–Bellman Equations
- Pathwise Solutions for Fully Nonlinear First- and Second-Order Partial Differential Equations with Multiplicative Rough Time Dependence
- \(N\)-player games and mean-field games with absorption
- ``Phase diagram of a mean field game
- Systemic risk and interbank lending
- Existence of weak solutions to time-dependent mean-field games
- Dynamic pricing of new products in competitive markets: a mean-field game approach
- Existence theory for non-separable mean field games in Sobolev spaces
- Reinforcement learning and stochastic optimisation
- Existence and non-existence for time-dependent mean field games with strong aggregation
- On the weak theory for mean field games systems
- Value functions in the Wasserstein spaces: finite time horizons
- Control and optimal stopping mean field games: a linear programming approach
- Selection of equilibria in a linear quadratic mean-field game
- The finite difference approximation preserving conjugate properties of the mean-field game equations
- Mean field game of controls and an application to trade crowding
- Long time behavior and turnpike solutions in mildly non-monotone mean field games
- 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
- 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
- Ergodic mean field games with Hörmander diffusions
- Stochastic Graphon Games: I. The Static Case
- Discrete-time mean field partially observable controlled systems subject to common noise
- Optimal social policies in mean field games
- Mean Field Control and Mean Field Game Models with Several Populations
- The variational structure and time-periodic solutions for mean-field games systems
- On the implementation of a primal-dual algorithm for second order time-dependent Mean Field Games with local couplings
- Regularity via duality in calculus of variations and degenerate elliptic PDEs
- Mean field games and applications: numerical aspects
- Linear-quadratic mixed Stackelberg-Nash stochastic differential game with major-minor agents
- A Mean Field Game of Optimal Stopping
- Discrete-time mean field games with risk-averse agents
- Contact rate epidemic control of COVID-19: an equilibrium view
- Numerical methods for finite-state mean-field games satisfying a monotonicity condition
This page was built for publication: Mean field games. II: Finite horizon and optimal control
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q869474)
