Mean field games models—a brief survey
The mean-field framework was developed to study systems with an infinite number of
rational agents in competition, which arise naturally in many applications. The systematic …
rational agents in competition, which arise naturally in many applications. The systematic …
[图书][B] Probabilistic theory of mean field games with applications I-II
The lion's share of this chapter is devoted to the construction of equilibria for mean field
games with a common noise. We develop a general two-step strategy for the search of weak …
games with a common noise. We develop a general two-step strategy for the search of weak …
Mean field games
PE Caines - Encyclopedia of systems and control, 2021 - Springer
The notion of the infinite population limit of large population games where agents are
realized by controlled stochastic dynamical systems is introduced. The theory of infinite …
realized by controlled stochastic dynamical systems is introduced. The theory of infinite …
[图书][B] Regularity theory for mean-field game systems
This book brings together several recent developments on the regularity theory for mean-
field game systems. We detail several classes of methods and present a concise overview of …
field game systems. We detail several classes of methods and present a concise overview of …
A general characterization of the mean field limit for stochastic differential games
D Lacker - Probability Theory and Related Fields, 2016 - Springer
The mean field limit of large-population symmetric stochastic differential games is derived in
a general setting, with and without common noise, on a finite time horizon. Minimal …
a general setting, with and without common noise, on a finite time horizon. Minimal …
Optimal incentives to mitigate epidemics: a Stackelberg mean field game approach
Motivated by the models of epidemic control in large populations, we consider a Stackelberg
mean field game model between a principal and a mean field of agents whose states evolve …
mean field game model between a principal and a mean field of agents whose states evolve …
On the connection between symmetric -player games and mean field games
M Fischer - 2017 - projecteuclid.org
Mean field games are limit models for symmetric N-player games with interaction of mean
field type as N→∞. The limit relation is often understood in the sense that a solution of a …
field type as N→∞. The limit relation is often understood in the sense that a solution of a …
A probabilistic approach to mean field games with major and minor players
R Carmona, X Zhu - 2016 - projecteuclid.org
We propose a new approach to mean field games with major and minor players. Our
formulation involves a two player game where the optimization of the representative minor …
formulation involves a two player game where the optimization of the representative minor …
On the existence of classical solutions for stationary extended mean field games
DA Gomes, S Patrizi, V Voskanyan - Nonlinear Analysis: Theory, Methods …, 2014 - Elsevier
In this paper we consider extended stationary mean-field games, that is mean-field games
which depend on the velocity field of the players. We prove various a-priori estimates which …
which depend on the velocity field of the players. We prove various a-priori estimates which …