Linear-quadratic time-inconsistent mean field games

DOI10.1007/s13235-013-0090-yzbMath1314.91040OpenAlexW2030450473MaRDI QIDQ2514571

Sheung Chi Phillip Yam, K. C. J. Sung, Alain Bensoussan

Publication date: 3 February 2015

Published in: Dynamic Games and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13235-013-0090-y

zbMATH Keywords

Banach fixed point theoremadjoint equationsmean field gameslinear-quadratic typetime-inconsistent stochastic control problems

Mathematics Subject Classification ID

Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Stochastic games, stochastic differential games (91A15) Dynamic games (91A25)

Related Items (15)

Linear-quadratic mean field games ⋮ A characterization of sub-game perfect equilibria for SDEs of mean-field type ⋮ Robust mean field social control problems with applications in analysis of opinion dynamics ⋮ On the Time-Inconsistent Deterministic Linear-Quadratic Control ⋮ Linear-Quadratic-Gaussian Mixed Mean-Field Games with Heterogeneous Input Constraints ⋮ Conditional LQ time-inconsistent Markov-switching stochastic optimal control problem for diffusion with jumps ⋮ Maximum principle for mean-field SDEs under model uncertainty ⋮ A stochastic maximum principle for a stochastic differential game of a mean-field type ⋮ Robust Mean Field Linear-Quadratic-Gaussian Games with Unknown $L^2$-Disturbance ⋮ A stochastic linear-quadratic differential game with time-inconsistency ⋮ On solutions of mean field games with ergodic cost ⋮ Time-Inconsistent Linear Quadratic Optimal Control Problems for Stochastic Evolution Equations ⋮ Mean-field linear-quadratic stochastic differential games in an infinite horizon ⋮ Linear quadratic optimal control problems for mean-field backward stochastic differential equations ⋮ Multi-time state mean-variance model in continuous time

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