scholarly journals Linear quadratic mean-field-game of backward stochastic differential systems

2018 ◽  
Vol 8 (3) ◽  
pp. 653-678 ◽  
Author(s):  
Kai Du ◽  
◽  
Jianhui Huang ◽  
Zhen Wu ◽  
◽  
...  
Keyword(s):  
Mean Field ◽  
Linear Quadratic ◽  
Differential Systems ◽  
Quadratic Mean ◽  
Mean Field Game

scholarly journals Selection of equilibria in a linear quadratic mean-field game

2020 ◽  
Vol 130 (2) ◽  
pp. 1000-1040 ◽  
Author(s):  
François Delarue ◽  
Rinel Foguen Tchuendom
Keyword(s):  
Mean Field ◽  
Linear Quadratic ◽  
Quadratic Mean ◽  
Mean Field Game ◽  
Selection Of

scholarly journals Mean Field Game with Delay: A Toy Model

Risks ◽  
2018 ◽  
Vol 6 (3) ◽  
pp. 90
Author(s):  
Jean-Pierre Fouque ◽  
Zhaoyu Zhang
Keyword(s):  
Master Equation ◽  
Dimensional Space ◽  
Mean Field ◽  
Kolmogorov Equation ◽  
Linear Quadratic ◽  
Quadratic Mean ◽  
Mean Field Game ◽  
Infinite Dimensional ◽  
Player Game ◽  
Hamilton Jacobi Bellman

We study a toy model of linear-quadratic mean field game with delay. We “lift” the delayed dynamic into an infinite dimensional space, and recast the mean field game system which is made of a forward Kolmogorov equation and a backward Hamilton-Jacobi-Bellman equation. We identify the corresponding master equation. A solution to this master equation is computed, and we show that it provides an approximation to a Nash equilibrium of the finite player game.

Co-Opetitive Linear-Quadratic Mean-Field-Type Games

2020 ◽  
Vol 50 (12) ◽  
pp. 5089-5098 ◽  
Author(s):  
Julian Barreiro-Gomez ◽  
Tyrone E. Duncan ◽  
Hamidou Tembine
Keyword(s):  
Mean Field ◽  
Linear Quadratic ◽  
Quadratic Mean ◽  
Field Type
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