An example of multiple mean field limits in ergodic differential games

Nonlinear Differential Equations and Applications NoDEA ◽

10.1007/s00030-020-00628-w ◽

2020 ◽

Vol 27 (3) ◽

Author(s):

Pierre Cardaliaguet ◽

Catherine Rainer

Keyword(s):

Differential Games ◽

Mean Field Limits

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Mean-field type forward-backward doubly stochastic differential equations and related stochastic differential games

Frontiers of Mathematics in China ◽

10.1007/s11464-020-0889-y ◽

2020 ◽

Vol 15 (6) ◽

pp. 1307-1326

Author(s):

Qingfeng Zhu ◽

Lijiao Su ◽

Fuguo Liu ◽

Yufeng Shi ◽

Yong’ao Shen ◽

...

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Differential Games ◽

Stochastic Differential Games ◽

Doubly Stochastic

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Mean field limits for interacting Hawkes processes in a diffusive regime

Bernoulli ◽

10.3150/21-bej1335 ◽

2022 ◽

Vol 28 (1) ◽

Author(s):

Xavier Erny ◽

Eva Löcherbach ◽

Dasha Loukianova

Keyword(s):

Hawkes Processes ◽

Diffusive Regime ◽

Mean Field Limits

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On mean-field limits and quantitative estimates with a large class of singular kernels: Application to the Patlak–Keller–Segel model

Comptes Rendus Mathematique ◽

10.1016/j.crma.2019.09.007 ◽

2019 ◽

Vol 357 (9) ◽

pp. 708-720 ◽

Author(s):

Didier Bresch ◽

Pierre-Emmanuel Jabin ◽

Zhenfu Wang

Keyword(s):

Large Class ◽

Quantitative Estimates ◽

Singular Kernels ◽

Mean Field Limits

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Replica-Mean-Field Limits for Intensity-Based Neural Networks

SIAM Journal on Applied Dynamical Systems ◽

10.1137/19m1243877 ◽

2019 ◽

Vol 18 (4) ◽

pp. 1756-1797

Author(s):

François Baccelli ◽

Thibaud Taillefumier

Keyword(s):

Neural Networks ◽

Mean Field Limits

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Linear–quadratic mean field stochastic zero-sum differential games

10.1016/j.automatica.2020.109067 ◽

2020 ◽

Vol 120 ◽

pp. 109067 ◽

Author(s):

Jun Moon

Keyword(s):

Differential Games ◽

Linear Quadratic ◽

Quadratic Mean ◽

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Mean-Field Limits of Particles in Interaction with Quantized Radiation Fields

Macroscopic Limits of Quantum Systems - Springer Proceedings in Mathematics & Statistics ◽

10.1007/978-3-030-01602-9_9 ◽

2018 ◽

pp. 185-214 ◽

Author(s):

Nikolai Leopold ◽

Peter Pickl

Keyword(s):

Radiation Fields ◽

Mean Field Limits

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Partial information differential games for mean-field SDEs

2016 35th Chinese Control Conference (CCC) ◽

10.1109/chicc.2016.7553334 ◽

2016 ◽

Author(s):

Hua Xiao ◽

Shuaiqi Zhang

Keyword(s):

Differential Games ◽

Partial Information ◽

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A closed-loop saddle point for zero-sum linear-quadratic stochastic differential games with mean-field type

Systems & Control Letters ◽

10.1016/j.sysconle.2020.104624 ◽

2020 ◽

Vol 136 ◽

pp. 104624 ◽

Author(s):

Ran Tian ◽

Zhiyong Yu ◽

Rucheng Zhang

Keyword(s):

Saddle Point ◽

Differential Games ◽

Closed Loop ◽

Stochastic Differential Games ◽

Linear Quadratic ◽

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Linear-Quadratic Time-Inconsistent Mean-Field Type Stackelberg Differential Games: Time-Consistent Open-Loop Solutions

IEEE Transactions on Automatic Control ◽

10.1109/tac.2020.2979128 ◽

2021 ◽

Vol 66 (1) ◽

pp. 375-382

Author(s):

Jun Moon ◽

Hyun Jong Yang

Keyword(s):

Differential Games ◽

Open Loop ◽

Linear Quadratic ◽

Stackelberg Differential Games ◽

Time Inconsistent

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ε-Nash equilibrium in stochastic differential games with mean-field interaction and controlled jumps

Statistics & Probability Letters ◽

10.1016/j.spl.2019.05.021 ◽

2019 ◽

Vol 154 ◽

pp. 108522

Author(s):

Chiara Benazzoli ◽

Luciano Campi ◽

Luca Di Persio

Keyword(s):

Nash Equilibrium ◽

Differential Games ◽

Stochastic Differential Games ◽

Field Interaction

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