Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Linear-Quadratic-Gaussian Mixed Games with Continuum-Parametrized Minor Players - MaRDI portal

Linear-Quadratic-Gaussian Mixed Games with Continuum-Parametrized Minor Players

From MaRDI portal
Publication:4905932

DOI10.1137/110841217zbMath1262.91020OpenAlexW2022460928MaRDI QIDQ4905932

Son Luu Nguyen, M. Y. Huang

Publication date: 21 February 2013

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/958d291b1e7feaebfc9885e8662bbb4d35e04fd3




Related Items

Linear-quadratic-Gaussian mean-field-game with partial observation and common noiseA probabilistic approach to mean field games with major and minor playersA class of hybrid LQG mean field games with state-invariant switching and stopping strategiesMean field games with a dominating playerLinear quadratic mean field game with control input constraintLinear quadratic mean field games with a major player: the multi-scale approachLinear-Quadratic-Gaussian Mixed Mean-Field Games with Heterogeneous Input ConstraintsAn alternative approach to mean field game with major and minor players, and applications to herders impactsOptimal social policies in mean field gamesRobust mean field games for coupled Markov jump linear systemsRobust Mean Field Linear-Quadratic-Gaussian Games with Unknown $L^2$-DisturbanceA unified approach to linear-quadratic-Gaussian mean-field team: homogeneity, heterogeneity and quasi-exchangeabilityMarkovian-switching systems: backward and forward-backward stochastic differential equations, mean-field interactions, and nonzero-sum differential gamesConvex analysis for LQG systems with applications to major-minor LQG mean-field game systemsA stochastic maximum principle for switching diffusions using conditional mean-fields with applications to control problemsLinear quadratic mean field Stackelberg differential gamesMean-Field Game Strategies for Optimal ExecutionMaster equation for finite state mean field games with additive common noiseA general stochastic maximum principle for mean-field controls with regime switchingProbabilistic Approach to Mean Field Games and Mean Field Type Control Problems with Multiple PopulationsLinear quadratic mean-field-game of backward stochastic differential systemsMean field game for linear-quadratic stochastic recursive systemsOn mean field systems with multi-classesA mean field capital accumulation game with HARA utilityMean field games models -- a brief surveyOn laws of large numbers for systems with mean-field interactions and Markovian switchingTime-dependent mean-field games in the superquadratic caseBackward-forward linear-quadratic mean-field games with major and minor agentsLeader-follower decentralized optimal control for large population hexarotors with tilted propellers: a Stackelberg game approachLinear quadratic mean field games: decentralized \(O(1/N)\)-Nash equilibriaSocial optima in leader-follower mean field linear quadratic controlTime-Dependent Mean-Field Games in the Subquadratic CaseRisk-sensitive mean field games with major and minor players




This page was built for publication: Linear-Quadratic-Gaussian Mixed Games with Continuum-Parametrized Minor Players