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
Authors: 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
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)
- \(N\)-player games and mean field games of moderate interactions
- An introduction to mean field game theory
- An Algebraic Convergence Rate for the Optimal Control of McKean–Vlasov Dynamics
- 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
- Regularizing effects of the entropy functional in optimal transport and planning problems
- Mean Field Games with Partial Observation
- 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
- Controlling propagation of epidemics via mean-field control
- Finite State Mean Field Games with Wright–Fisher Common Noise as Limits ofN-Player Weighted Games
- 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
- 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
- A Cucker-Smale inspired deterministic mean field game with velocity interactions
- Graphon mean field games and their equations
- Lecture notes on variational mean field games
- A mean field game inverse problem
- On the turnpike property for mean field games
- 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
- 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
- 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
- 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
- Viscosity solutions for controlled McKean-Vlasov jump-diffusions
- \(N\)-player games and mean-field games with smooth dependence on past absorptions
- Mean field games with common noises and conditional distribution dependent FBSDEs
- On 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
- Maximal \(L^q\)-regularity for parabolic Hamilton-Jacobi equations and applications to mean field games
- Mean-field games of finite-fuel capacity expansion with singular controls
- Solvability of infinite horizon McKean-Vlasov FBSDEs in mean field control problems and games
- MFGs for partially reversible investment
- 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
- Sustainable management of tourist flow networks: a mean field model
- A minimax approach to mean field games
- ON A PARABOLIC FREE BOUNDARY EQUATION MODELING PRICE FORMATION
- Mean field games. I: The stationary case
- 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
- The derivation of ergodic mean field game equations for several populations of players
- 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
- Computation of mean field equilibria in economics
- Forward-backward stochastic differential equations and controlled McKean-Vlasov dynamics
- Mean field games equations with quadratic Hamiltonian: a specific approach
- Some recent aspects of differential game theory
- Mean field games and mean field type control 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
- Geodesics for a class of distances in the space of probability measures
- 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
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)
