[КНИГА][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 …
[КНИГА][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 …
Linear quadratic risk-sensitive and robust mean field games
This paper considers two classes of large population stochastic differential games
connected to optimal and robust decentralized control of large-scale multiagent systems …
connected to optimal and robust decentralized control of large-scale multiagent systems …
Mean-field controls with Q-learning for cooperative MARL: convergence and complexity analysis
Multi-agent reinforcement learning (MARL), despite its popularity and empirical success,
suffers from the curse of dimensionality. This paper builds the mathematical framework to …
suffers from the curse of dimensionality. This paper builds the mathematical framework to …
Mean-field-type games in engineering
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 …
dynamics functions involve not only the state and the action profile but also the joint …
[HTML][HTML] Sixty Years of the Maximum Principle in Optimal Control: Historical Roots and Content Classification
This study examines the scientific production focused on the Maximum Principle between
1962 and 2021. Results indicate a consistent increase in the absolute number of …
1962 and 2021. Results indicate a consistent increase in the absolute number of …
[КНИГА][B] Differential equations on measures and functional spaces
V Kolokoltsov - 2019 - Springer
This is an advanced text on ordinary differential equations (ODEs) in Banach and more
general locally convex spaces, most notably ODEs on measures and various function …
general locally convex spaces, most notably ODEs on measures and various function …
Mean field control and mean field game models with several populations
In this paper, we investigate the interaction of two populations with a large number of
indistinguishable agents. The problem consists in two levels: the interaction between agents …
indistinguishable agents. The problem consists in two levels: the interaction between agents …
Linear–quadratic mean-field-type games: A direct method
TE Duncan, H Tembine - Games, 2018 - mdpi.com
In this work, a multi-person mean-field-type game is formulated and solved that is described
by a linear jump-diffusion system of mean-field type and a quadratic cost functional involving …
by a linear jump-diffusion system of mean-field type and a quadratic cost functional involving …
An optimal control problem for mean-field forward–backward stochastic differential equation with noisy observation
G Wang, H **ao, G **ng - Automatica, 2017 - Elsevier
This article is concerned with an optimal control problem derived by mean-field forward–
backward stochastic differential equation with noisy observation, where the drift coefficients …
backward stochastic differential equation with noisy observation, where the drift coefficients …