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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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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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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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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On Mean-Field Partial Information Maximum Principle of Optimal Control for Stochastic Systems with Lévy Processes

Journal of Optimization Theory and Applications ◽

10.1007/s10957-015-0762-4 ◽

2015 ◽

Vol 167 (3) ◽

pp. 1051-1069 ◽

Author(s):

Mokhtar Hafayed ◽

Syed Abbas ◽

Abdelmadjid Abba

Keyword(s):

Optimal Control ◽

Maximum Principle ◽

Lévy Processes ◽

Stochastic Systems ◽

Partial Information ◽

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Backward Mean-Field Linear-Quadratic-Gaussian (LQG) Games: Full and Partial Information

IEEE Transactions on Automatic Control ◽

10.1109/tac.2016.2519501 ◽

2016 ◽

Vol 61 (12) ◽

pp. 3784-3796 ◽

Author(s):

Jianhui Huang ◽

Shujun Wang ◽

Zhen Wu

Keyword(s):

Partial Information ◽

Linear Quadratic ◽

Linear Quadratic Gaussian

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Optimal control problems of mean-field forward-backward stochastic differential equations with partial information

2013 25th Chinese Control and Decision Conference (CCDC) ◽

10.1109/ccdc.2013.6561841 ◽

2013 ◽

Author(s):

Zuo Shanshan ◽

Min Hui

Keyword(s):

Optimal Control ◽

Differential Equations ◽

Stochastic Differential Equations ◽

Optimal Control Problems ◽

Partial Information ◽

Backward Stochastic Differential Equations ◽

Control Problems

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A game-theoretic framework for autonomous vehicles velocity control: Bridging microscopic differential games and macroscopic mean field games

Discrete & Continuous Dynamical Systems - B ◽

10.3934/dcdsb.2020131 ◽

2020 ◽

Vol 25 (12) ◽

pp. 4869-4903 ◽

Author(s):

Kuang Huang ◽

◽

Xuan Di ◽

Qiang Du ◽

Xi Chen ◽

...

Keyword(s):

Differential Games ◽

Autonomous Vehicles ◽

Mean Field Games ◽

Velocity Control ◽

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Infinite horizon optimal control for mean‐field stochastic delay systems driven by Teugels martingales under partial information

Optimal Control Applications and Methods ◽

10.1002/oca.2602 ◽

2020 ◽

Vol 41 (5) ◽

pp. 1371-1397

Author(s):

Bixuan Yang ◽

Jinbiao Wu

Keyword(s):

Optimal Control ◽

Partial Information ◽

Infinite Horizon ◽

Delay Systems ◽

Stochastic Delay ◽

Teugels Martingales

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