Linear Quadratic Mean Field Type Control and Mean Field Games with Common Noise, with Application to Production of an Exhaustible Resource
出版年份 2016 全文链接
标题
Linear Quadratic Mean Field Type Control and Mean Field Games with Common Noise, with Application to Production of an Exhaustible Resource
作者
关键词
Mean field type control, Mean field games, Linear-quadratic, Optimal control, Riccati equations, Exhaustible resource production, 93E20
出版物
APPLIED MATHEMATICS AND OPTIMIZATION
Volume 74, Issue 3, Pages 459-486
出版商
Springer Nature
发表日期
2016-11-11
DOI
10.1007/s00245-016-9385-x
参考文献
相关参考文献
注意：仅列出部分参考文献，下载原文获取全部文献信息。- Wellposedness of Mean Field Games with Common Noise under a Weak Monotonicity Condition
- (2016) Saran Ahuja SIAM JOURNAL ON CONTROL AND OPTIMIZATION
- Forward–backward stochastic differential equations and controlled McKean–Vlasov dynamics
- (2015) René Carmona et al. ANNALS OF PROBABILITY
- Mean field games systems of first order
- (2015) Pierre Cardaliaguet et al. ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS
- Indefinite Mean-Field Stochastic Linear-Quadratic Optimal Control
- (2015) Yuan-Hua Ni et al. IEEE TRANSACTIONS ON AUTOMATIC CONTROL
- A variational approach to second order mean field games with density constraints: The stationary case
- (2015) Alpár Richárd Mészáros et al. JOURNAL DE MATHEMATIQUES PURES ET APPLIQUEES
- Linear-Quadratic Mean Field Games
- (2015) A. Bensoussan et al. JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS
- Second order mean field games with degenerate diffusion and local coupling
- (2015) Pierre Cardaliaguet et al. NODEA-NONLINEAR DIFFERENTIAL EQUATIONS AND APPLICATIONS
- A general characterization of the mean field limit for stochastic differential games
- (2015) Daniel Lacker PROBABILITY THEORY AND RELATED FIELDS
- Mean field games systems of first order
- (2015) Pierre Cardaliaguet et al. ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS
- Optimal Control of First-Order Hamilton–Jacobi Equations with Linearly Bounded Hamiltonian
- (2014) P. Jameson Graber APPLIED MATHEMATICS AND OPTIMIZATION
- Bertrand and Cournot Mean Field Games
- (2014) Patrick Chan et al. APPLIED MATHEMATICS AND OPTIMIZATION
- Dynamic programming for mean-field type control
- (2014) Mathieu Laurière et al. COMPTES RENDUS MATHEMATIQUE
- Partial differential equation models in the socio-economic sciences
- (2014) M. Burger et al. PHILOSOPHICAL TRANSACTIONS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES
- Partial differential equation models in macroeconomics
- (2014) Y. Achdou et al. PHILOSOPHICAL TRANSACTIONS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES
- Socio-economic applications of finite state mean field games
- (2014) D. Gomes et al. PHILOSOPHICAL TRANSACTIONS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES
- Probabilistic Analysis of Mean-Field Games
- (2013) René Carmona et al. SIAM JOURNAL ON CONTROL AND OPTIMIZATION
- Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations
- (2013) Jiongmin Yong SIAM JOURNAL ON CONTROL AND OPTIMIZATION
- Mean Field Games Models—A Brief Survey
- (2013) Diogo A. Gomes et al. Dynamic Games and Applications
- Social Optima in Mean Field LQG Control: Centralized and Decentralized Strategies
- (2012) Minyi Huang et al. IEEE TRANSACTIONS ON AUTOMATIC CONTROL
- MEAN FIELD GAMES EQUATIONS WITH QUADRATIC HAMILTONIAN: A SPECIFIC APPROACH
- (2012) OLIVIER GUÉANT MATHEMATICAL MODELS & METHODS IN APPLIED SCIENCES
- Explicit solutions of some linear-quadratic mean field games
- (2012) Martino Bardi Networks and Heterogeneous Media
- Mean Field Games: Numerical Methods for the Planning Problem
- (2012) Yves Achdou et al. SIAM JOURNAL ON CONTROL AND OPTIMIZATION
- Control of McKean–Vlasov dynamics versus mean field games
- (2012) René Carmona et al. Mathematics and Financial Economics
- On a mean field game approach modeling congestion and aversion in pedestrian crowds
- (2011) Aimé Lachapelle et al. TRANSPORTATION RESEARCH PART B-METHODOLOGICAL
- COMPUTATION OF MEAN FIELD EQUILIBRIA IN ECONOMICS
- (2010) AIME LACHAPELLE et al. MATHEMATICAL MODELS & METHODS IN APPLIED SCIENCES
- Mean Field Games: Numerical Methods
- (2010) Yves Achdou et al. SIAM JOURNAL ON NUMERICAL ANALYSIS
- Mean-field backward stochastic differential equations: A limit approach
- (2009) Rainer Buckdahn et al. ANNALS OF PROBABILITY
- A reference case for mean field games models
- (2009) Olivier Guéant JOURNAL DE MATHEMATIQUES PURES ET APPLIQUEES
- Mean-field backward stochastic differential equations and related partial differential equations
- (2009) Rainer Buckdahn et al. STOCHASTIC PROCESSES AND THEIR APPLICATIONS
- Asymptotically Optimal Decentralized Control for Large Population Stochastic Multiagent Systems
- (2008) Tao Li et al. IEEE TRANSACTIONS ON AUTOMATIC CONTROL
Find Funding. Review Successful Grants.
Explore over 25,000 new funding opportunities and over 6,000,000 successful grants.
ExploreFind the ideal target journal for your manuscript
Explore over 38,000 international journals covering a vast array of academic fields.
Search