Mean field games. II: Finite horizon and optimal control

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

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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

• Title not available (Why is that?)
• Mean field games. I: The stationary case
• Large deviations asymptotics for spherical integrals
• First order asymptotics of matrix integrals; a rigorous approach towards the understanding of matrix models

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

• Stochastic graphon games. I: The static case
• Probabilistic interpretation for Sobolev solutions of McKean-Vlasov partial differential equations
• Discrete approximation of stationary mean field games
• Approachability in population games
• Normalized concentrating solutions to nonlinear elliptic problems
• Nonlinear elliptic systems with coupled gradient terms
• Some estimates for the planning problem with potential
• 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
• Mean field control and mean field game models with several populations
• On the implementation of a primal-dual algorithm for second order time-dependent mean field games with local couplings
• Modeling behavioral social systems
• Global-in-time regularity via duality for congestion-penalized Mean Field Games
• \(N\)-player games and mean-field games with absorption
• ``Phase diagram of a mean field game
• Systemic risk and interbank lending
• Mean field games of timing and models for bank runs
• 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
• Control and optimal stopping mean field games: a linear programming approach
• Linear-quadratic mean field Stackelberg games with state and control delays
• Selection of equilibria in a linear quadratic mean-field game
• Singular mean-field control games
• 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
• Discrete-time mean field partially observable controlled systems subject to common noise
• Optimal social policies in mean field games
• Hamilton-Jacobi-Bellman equations
• The variational structure and time-periodic solutions for mean-field games systems
• 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
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• Two-scale homogenization of a stationary mean-field game
• Extended deterministic mean-field games
• Viability theorem for deterministic mean field type control systems
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• Strong Convergence to the Mean Field Limit of a Finite Agent Equilibrium
• Strong solutions for time-dependent mean field games with non-separable Hamiltonians
• A Mean Field Competition
• Career plans and wage structures: a mean field game approach
• Numerical solution of mean field games problems with turnpike effect
• An extended McKean-Vlasov dynamic programming approach to robust equilibrium controls under ambiguous covariance matrix
• On the existence of solutions for stationary mean-field games with congestion
• A monotonic method for nonlinear optimal control problems with concave dependence on the state
• Mild and weak solutions of mean field game problems for linear control systems
• Deterministic mean field games with control on the acceleration and state constraints
• 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
• Linear quadratic stochastic optimal control problems with operator coefficients: open-loop solutions
• Mean field games of controls: finite difference approximations
• Deterministic mean field games with control on the acceleration
• Brake orbits and heteroclinic connections for first order mean field games
• A dynamic collective choice model with an advertiser
• Semi-discretization for stochastic scalar conservation laws with multiple rough fluxes
• Viability analysis of the first-order mean field games
• Existence of weak solutions to time-dependent mean-field games
• Dynamic pricing of new products in competitive markets: a mean-field game approach
• On quasi-stationary Mean Field Games of Controls
• Existence and non-existence for time-dependent mean field games with strong aggregation
• Paradigm shift: a mean field game approach
• Mathematical models of self-propelled particles
• Value functions in the Wasserstein spaces: finite time horizons
• Stationary mean-field games with logistic effects
• From the master equation to mean field game limit theory: a central limit theorem
• The finite difference approximation preserving conjugate properties of the mean-field game equations
• Mean field games with state constraints: from mild to pointwise solutions of the PDE system
• 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
• Artificial viscosity joint spacetime multigrid method for Hamilton-Jacobi-Bellman and Kolmogorov-Fokker-Planck system arising from mean field games
• Homogenization of the backward-forward mean-field games systems in periodic environments
• C\(^{1,1}\)-smoothness of constrained solutions in the calculus of variations with application to mean field games
• Mean field games with monotonous interactions through the law of states and controls of the agents
• On mean field games models for exhaustible commodities trade
• Fokker-Planck equations of jumping particles and mean field games of impulse control
• Existence theory for a time-dependent mean field games model of household wealth
• Image-dependent conditional McKean-Vlasov SDEs for measure-valued diffusion processes
• Analysis of a Finite State Many Player Game Using Its Master Equation
• Restoring uniqueness to mean-field games by randomizing the equilibria
• Short-time existence for a general backward-forward parabolic system arising from mean-field games
• Pathwise McKean-Vlasov theory with additive noise
• Numerical solution of mean field problem with limited management resource
• Minimal-time mean field games
• Ergodic mean field games with Hörmander diffusions
• Pathwise solutions for fully nonlinear first- and second-order partial differential equations with multiplicative rough time dependence
• Finite state mean field games with Wright-Fisher common noise
• On the convergence of closed-loop Nash equilibria to the mean field game limit

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