scholarly journals Mean Field Games and Applications: Numerical Aspects

2020 ◽  
pp. 249-307
Author(s):  
Yves Achdou ◽  
Mathieu Laurière
Keyword(s):  
Mean Field ◽  
Mean Field Games

scholarly journals Lax connection and conserved quantities of quadratic mean field games

2021 ◽  
Vol 62 (8) ◽  
pp. 083302
Author(s):  
Thibault Bonnemain ◽  
Thierry Gobron ◽  
Denis Ullmo
Keyword(s):  
Mean Field ◽  
Mean Field Games ◽  
Conserved Quantities ◽  
Quadratic Mean

scholarly journals Quantum Mean-Field Games with the Observations of Counting Type

Games ◽  
2021 ◽  
Vol 12 (1) ◽  
pp. 7
Author(s):  
Vassili N. Kolokoltsov
Keyword(s):  
Game Theory ◽  
Nash Equilibrium ◽  
Open Problem ◽  
Existence And Uniqueness ◽  
Existence Of Solutions ◽  
Mean Field ◽  
Mean Field Games ◽  
Quantum Game ◽  
Quantum Games ◽  
Interesting Open Problem

Quantum games and mean-field games (MFG) represent two important new branches of game theory. In a recent paper the author developed quantum MFGs merging these two branches. These quantum MFGs were based on the theory of continuous quantum observations and filtering of diffusive type. In the present paper we develop the analogous quantum MFG theory based on continuous quantum observations and filtering of counting type. However, proving existence and uniqueness of the solutions for resulting limiting forward-backward system based on jump-type processes on manifolds seems to be more complicated than for diffusions. In this paper we only prove that if a solution exists, then it gives an ϵ-Nash equilibrium for the corresponding N-player quantum game. The existence of solutions is suggested as an interesting open problem.

Linear–Quadratic Time-Inconsistent Mean Field Games

2013 ◽  
Vol 3 (4) ◽  
pp. 537-552 ◽  
Author(s):  
A. Bensoussan ◽  
K. C. J. Sung ◽  
S. C. P. Yam
Keyword(s):  
Mean Field ◽  
Mean Field Games ◽  
Linear Quadratic ◽  
Time Inconsistent

Stationary fully nonlinear mean-field games

2021 ◽  
Author(s):  
Pêdra D. S. Andrade ◽  
Edgard A. Pimentel
Keyword(s):  
Mean Field ◽  
Mean Field Games ◽  
Fully Nonlinear

scholarly journals Markov--Nash Equilibria in Mean-Field Games with Discounted Cost

2018 ◽  
Vol 56 (6) ◽  
pp. 4256-4287 ◽  
Author(s):  
Naci Saldi ◽  
Tamer Başar ◽  
Maxim Raginsky
Keyword(s):  
Nash Equilibria ◽  
Mean Field ◽  
Mean Field Games ◽  
Discounted Cost
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