Control and Nash games with mean field effect

DOI10.1007/s11401-013-0767-yzbMath1264.49028OpenAlexW1995822496MaRDI QIDQ1951204

Jens Frehse, Alain Bensoussan

Publication date: 29 May 2013

Published in: Chinese Annals of Mathematics. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11401-013-0767-y

zbMATH Keywords

dynamic programmingequilibriumcalculus of variationsmean fieldNash games

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Differential games and control (49N70) Differential games (aspects of game theory) (91A23)

Related Items (9)

Mean field type control with congestion ⋮ Mean field games with monotonous interactions through the law of states and controls of the agents ⋮ Mean field games with congestion ⋮ Dynamic programming for mean-field type control ⋮ Dynamic programming for mean-field type control ⋮ Mean field games and applications: numerical aspects ⋮ Stochastic differential games with a varying number of players ⋮ Mean field type control with congestion. II: An augmented Lagrangian method ⋮ On the system of partial differential equations arising in mean field type control

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• Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria

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