Steering the distribution of agents in mean-field games system
DOI10.1007/s10957-018-1365-7zbMath1419.91065arXiv1712.03578OpenAlexW2886722878MaRDI QIDQ1730816
Michele Pavon, Tryphon T. Georgiou, Yongxin Chen
Publication date: 6 March 2019
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1712.03578
optimal controlmean-field gameslinear stochastic systemsMcKean-Vlasov dynamicsweakly interacting particle system
Noncooperative games (91A10) Cooperative games (91A12) Applications of optimal control and differential games (49N90) Differential games (aspects of game theory) (91A23) Stochastic games, stochastic differential games (91A15) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Linear-quadratic mean field games
- On the relation between optimal transport and Schrödinger bridges: a stochastic control viewpoint
- Control of McKean-Vlasov dynamics versus mean field games
- A survey of the Schrödinger problem and some of its connections with optimal transport
- On the form of the large deviation rate function for the empirical measures of weakly interacting systems
- Linear quadratic mean field type control and mean field games with common noise, with application to production of an exhaustible resource
- A maximum principle for SDEs of mean-field type
- From the Schrödinger problem to the Monge-Kantorovich problem
- A stochastic control approach to reciprocal diffusion processes
- Forward-backward stochastic differential equations and controlled McKean-Vlasov dynamics
- Mean field games
- Anonymous sequential games
- The geometry of optimal transportation
- About the analogy between optimal transport and minimal entropy
- Explicit solutions of some linear-quadratic mean field games
- A computational fluid mechanics solution to the Monge-Kantorovich mass transfer problem
- Optimal transport for applied mathematicians. Calculus of variations, PDEs, and modeling
- Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
- Controlled Markov processes and viscosity solutions
- On the planning problem for the mean field games system
- $\epsilon$-Nash Mean Field Game Theory for Nonlinear Stochastic Dynamical Systems with Major and Minor Agents
- Mean Field Games: Numerical Methods for the Planning Problem
- Optimal Steering of a Linear Stochastic System to a Final Probability Distribution, Part I
- Optimal Steering of a Linear Stochastic System to a Final Probability Distribution, Part II
- Entropic and Displacement Interpolation: A Computational Approach Using the Hilbert Metric
- Fast cooling for a system of stochastic oscillators
- Differential equations methods for the Monge-Kantorovich mass transfer problem
- Optimal Steering of a Linear Stochastic System to a Final Probability Distribution—Part III
- Large deviations from the mckean-vlasov limit for weakly interacting diffusions
- Linear-Quadratic $N$-person and Mean-Field Games with Ergodic Cost
- Optimal Transport Over a Linear Dynamical System
- Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria
- Linear Quadratic Risk-Sensitive and Robust Mean Field Games
- Optimal Transport
