A mean field type differential game is a mathematical model of a large system of identical agents under mean field interaction controlled by two players with opposite purposes. We study the case when the dynamics of each agent is given by ODE and the players can observe the distribution of the agents. We construct suboptimal strategies and prove the existence of the value function. © 2018, Springer Science+Business Media, LLC, part of Springer Nature
This article studies singular mean field control problems and singular mean field two-players stocha...
We study zero-sum stochastic differential games where the state dynamics of the two players is gover...
In the paper, we examine the dependence of the solution of the deterministic mean field game on the ...
The paper is concerned with the mean field type differential game that describes the behavior of the...
The theory of first-order mean field type differential games examines the systems of infinitely many...
The purpose of this paper is to provide a complete probabilistic analysis of a large class of stocha...
The purpose of this paper is to provide a complete probabilistic analysis of a large class of stocha...
ABSTRACT. The purpose of this paper is to provide a complete probabilistic analysis of a large class...
This article examines games in which the payoffs and the state dynamics depend not onlyon the state-...
Differential games deal with problems involving multiple players, possibly competing, that influence...
We discuss and compare two methods of investigations for the asymptotic regime of stochastic differe...
We prove existence of solutions for a class of systems of subelliptic PDEs arising from mean field g...
These notes are an introduction to Mean Field Game (MFG) theory, which models differential games inv...
International audienceThis article studies singular mean field control problems and singular mean fi...
Motivated by a cap-and-trade model for the green house gas emissions regulation, we discuss and comp...
This article studies singular mean field control problems and singular mean field two-players stocha...
We study zero-sum stochastic differential games where the state dynamics of the two players is gover...
In the paper, we examine the dependence of the solution of the deterministic mean field game on the ...
The paper is concerned with the mean field type differential game that describes the behavior of the...
The theory of first-order mean field type differential games examines the systems of infinitely many...
The purpose of this paper is to provide a complete probabilistic analysis of a large class of stocha...
The purpose of this paper is to provide a complete probabilistic analysis of a large class of stocha...
ABSTRACT. The purpose of this paper is to provide a complete probabilistic analysis of a large class...
This article examines games in which the payoffs and the state dynamics depend not onlyon the state-...
Differential games deal with problems involving multiple players, possibly competing, that influence...
We discuss and compare two methods of investigations for the asymptotic regime of stochastic differe...
We prove existence of solutions for a class of systems of subelliptic PDEs arising from mean field g...
These notes are an introduction to Mean Field Game (MFG) theory, which models differential games inv...
International audienceThis article studies singular mean field control problems and singular mean fi...
Motivated by a cap-and-trade model for the green house gas emissions regulation, we discuss and comp...
This article studies singular mean field control problems and singular mean field two-players stocha...
We study zero-sum stochastic differential games where the state dynamics of the two players is gover...
In the paper, we examine the dependence of the solution of the deterministic mean field game on the ...