In this paper we formulate the now classical problem of optimal liquidation (or optimal
trading) inside a mean field game (MFG). This is a noticeable change since usually …

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 …

This paper studies large population dynamic games involving nonlinear stochastic
dynamical systems with agents of the following mixed types:(i) a major agent and (ii) a …

This paper considers decentralized control and optimization methodologies for large
populations of systems, consisting of several agents with different individual behaviors …

We propose a single-level numerical approach to solve Stackelberg mean field game (MFG)
problems. In the Stackelberg MFG, an infinite population of agents plays a noncooperative …

This paper considers two classes of large population stochastic differential games
connected to optimal and robust decentralized control of large-scale multiagent systems …

This paper addresses the mean square consensus problem of leader‐following stochastic
multi‐agent systems using a distributed event‐triggered control strategy. For each involving …

A mean-field-type game is a game in which the instantaneous payoffs and/or the state
dynamics functions involve not only the state and the action profile but also the joint …

In this paper, distributed games for large-population multiagent systems with random time-
varying parameters are investigated, where the agents are coupled via their individual costs …

The purpose of this paper is to synthesize initial mean consensus behavior of a set of agents
from the fundamental optimization principles of i) stochastic dynamic games, and ii) optimal …