$\epsilon$-Nash Mean Field Game Theory for Nonlinear Stochastic Dynamical Systems with Major and Minor Agents
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Publication:2862471
DOI10.1137/120889496zbMath1275.93067arXiv1209.5684OpenAlexW2026814250WikidataQ60303773 ScholiaQ60303773MaRDI QIDQ2862471
Peter E. Caines, Mojtaba Nourian
Publication date: 15 November 2013
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1209.5684
decentralized controlstochastic optimal controlNash equilibriamean field gamesstochastic dynamic gamesmixed agentsstochastic Hamilton-Jacobi-Bellman (SHJB) equationstochastic McKean-Vlasov (SMV) equation
Noncooperative games (91A10) Differential games (aspects of game theory) (91A23) Decentralized systems (93A14) Optimal stochastic control (93E20) Stochastic systems in control theory (general) (93E03) Dynamic games (91A25)
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