Linear Quadratic Mean Field Games: Decentralized O(1/N)-Nash Equilibria

Journal of Systems Science and Complexity ◽

10.1007/s11424-021-1266-y ◽

2021 ◽

Vol 34 (5) ◽

pp. 2003-2035

Author(s):

Minyi Huang ◽

Xuwei Yang

Keyword(s):

Nash Equilibria ◽

Mean Field Games ◽

Linear Quadratic ◽

Download Full-text

Approximate Equilibrium Computation for Discrete-Time Linear-Quadratic Mean-Field Games

2020 American Control Conference (ACC) ◽

10.23919/acc45564.2020.9147474 ◽

2020 ◽

Author(s):

Muhammad Aneeq uz Zaman ◽

Kaiqing Zhang ◽

Erik Miehling ◽

Tamer Basar

Keyword(s):

Discrete Time ◽

Mean Field Games ◽

Linear Quadratic ◽

Quadratic Mean ◽

Equilibrium Computation ◽

Approximate Equilibrium ◽

Download Full-text

Uniqueness for Linear-Quadratic Mean Field Games with Common Noise

Dynamic Games and Applications ◽

10.1007/s13235-016-0200-8 ◽

2016 ◽

Vol 8 (1) ◽

pp. 199-210 ◽

Author(s):

Rinel Foguen Tchuendom

Keyword(s):

Mean Field Games ◽

Linear Quadratic ◽

Quadratic Mean ◽

Download Full-text

Linear-Quadratic Mean Field Games

Journal of Optimization Theory and Applications ◽

10.1007/s10957-015-0819-4 ◽

2015 ◽

Vol 169 (2) ◽

pp. 496-529 ◽

Author(s):

A. Bensoussan ◽

K. C. J. Sung ◽

S. C. P. Yam ◽

S. P. Yung

Keyword(s):

Mean Field Games ◽

Linear Quadratic ◽

Download Full-text

Linear Quadratic Mean Field Type Control and Mean Field Games with Common Noise, with Application to Production of an Exhaustible Resource

Applied Mathematics & Optimization ◽

10.1007/s00245-016-9385-x ◽

2016 ◽

Vol 74 (3) ◽

pp. 459-486 ◽

Author(s):

P. Jameson Graber

Keyword(s):

Mean Field Games ◽

Linear Quadratic ◽

Exhaustible Resource ◽

Quadratic Mean ◽

Common Noise ◽

Mean Field Type Control

Download Full-text

Backward-forward linear-quadratic mean-field games with major and minor agents

Probability Uncertainty and Quantitative Risk ◽

10.1186/s41546-016-0009-9 ◽

2016 ◽

Vol 1 (1) ◽

Author(s):

Jianhui Huang ◽

Shujun Wang ◽

Zhen Wu

Keyword(s):

Mean Field Games ◽

Linear Quadratic ◽

Download Full-text

Linear Quadratic Mean Field Games: Asymptotic Solvability and Relation to the Fixed Point Approach

IEEE Transactions on Automatic Control ◽

10.1109/tac.2019.2919111 ◽

2020 ◽

Vol 65 (4) ◽

pp. 1397-1412 ◽

Author(s):

Minyi Huang ◽

Mengjie Zhou

Keyword(s):

Fixed Point ◽

Mean Field Games ◽

Linear Quadratic ◽

Quadratic Mean ◽

Fixed Point Approach

Download Full-text

Robust linear quadratic mean-field games in crowd-seeking social networks

52nd IEEE Conference on Decision and Control ◽

10.1109/cdc.2013.6760361 ◽

2013 ◽

Author(s):

Hamidou Tembine ◽

Dario Bauso ◽

Tamer Basar

Keyword(s):

Social Networks ◽

Mean Field Games ◽

Linear Quadratic ◽

Download Full-text

Linear quadratic mean field games with a major player: The multi-scale approach

10.1016/j.automatica.2019.108774 ◽

2020 ◽

Vol 113 ◽

pp. 108774 ◽

Author(s):

Yan Ma ◽

Minyi Huang

Keyword(s):

Mean Field Games ◽

Linear Quadratic ◽

Quadratic Mean ◽

Multi Scale ◽

Download Full-text

Explicit solutions of some linear-quadratic mean field games

Networks and Heterogeneous Media ◽

10.3934/nhm.2012.7.243 ◽

2012 ◽

Vol 7 (2) ◽

pp. 243-261 ◽

Author(s):

Martino Bardi

Keyword(s):

Mean Field Games ◽

Explicit Solutions ◽

Linear Quadratic ◽

Download Full-text

Recent results in linear-quadratic mean field games

2013 CACS International Automatic Control Conference (CACS) ◽

10.1109/cacs.2013.6734102 ◽

2013 ◽

Author(s):

K. C. J. Sung

Keyword(s):

Mean Field Games ◽

Linear Quadratic ◽

Download Full-text