Mean field games. II: Finite horizon and optimal control

DOI10.1016/J.CRMA.2006.09.018zbMATH Open1153.91010OpenAlexW2057470999WikidataQ56484403 ScholiaQ56484403MaRDI QIDQ869474FDOQ869474

P.-L. Lions, J.-M. Lasry

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

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Mathematics Subject Classification ID

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

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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
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• 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
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• A Note on Nonconvex Mean Field Games
• Numerical resolution of McKean-Vlasov FBSDEs using neural networks
• On the long time convergence of potential MFG
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• New estimates on the regularity of the pressure in density‐constrained mean field games
• Lagrangian Discretization of Variational Mean Field Games
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• Large tournament games
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• 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
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• Controlling Propagation of Epidemics via Mean-Field Control
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• Graphon Mean Field Games and Their Equations
• \(N\)-player games and mean field games of moderate interactions
• An introduction to mean field game theory
• A monotonic method for nonlinear optimal control problems with concave dependence on the state
• Viscosity Solutions for Controlled McKean--Vlasov Jump-Diffusions
• Ergodic behavior of control and mean field games problems depending on acceleration
• Sharp semi-concavity in a non-autonomous control problem and \(L^p\) estimates in an optimal-exit MFG
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• On Mean Field Games models for exhaustible commodities trade
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• Deterministic mean field games with control on the acceleration
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• Viability analysis of the first-order mean field games
• On quasi-stationary Mean Field Games of Controls
• Title not available (Why is that?)
• Computational Methods for First-Order Nonlocal Mean Field Games with Applications
• Mathematical models of self-propelled particles
• Terminal Ranking Games
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• From the master equation to mean field game limit theory: a central limit theorem
• Analysis of Finite Difference Approximations of an Optimal Control Problem in Economics
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• Extremal shift rule and viability property for mean field-type control systems
• On some singular mean-field games
• Nonlinear diffusion equations with nonlinear gradient noise
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• Mild and weak solutions of Mean Field Games problem for linear control systems

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