Add to ORKGThis paper revisits well-studied dynamic decisions of weakly coupled large-population (LP) systems. Specifically, three types of LP decision problems: mean-field game (MG), mean-field team (MT), and mean-field-type control (MC), are completely analyzed in a general stochastic linear-quadratic setting with controlled-diffusion in state dynamics and indefinite weight in cost functional. More importantly, interrelations among MG, MT and MC are systematically discussed; some relevant interesting findings are reported that may be applied to a structural analysis of general LP decisions
This paper considers two classes of large population stochastic differential games connected to opti...
(∗) work partially supported by the chair “Finance and sustainable development” Abstract: We survey ...
We introduce the concept of mean-field optimal control which is the rigorous limit process connectin...
This thesis focuses on Mean Field Game (MFG) theory with applications to consensus, flocking, leader...
In this paper we model the role of a government of a large population as a mean field optimal contro...
In this article, we consider mean field games between a dominant leader and a large group of followe...
International audienceIn this paper, we study a class of linear-quadratic (LQ) mean-field games in w...
In this work, a multi-person mean-field-type game is formulated and solved that is described by a li...
This article examines games in which the payoffs and the state dynamics depend not onlyon the state-...
We survey here some recent studies concerning what we call mean-field models by analogy with Statist...
This paper introduces the backward mean-field (MF) linear-quadratic-Gaussian (LQG) games (for short,...
Abstract—We study large population leader-follower stochastic multi-agent systems where the agents h...
In this paper, we investigate the mean field games with K classes of agents who are weakly coupled v...
This paper considers linear quadratic (LQ) mean field games with a major player and analyzes an asym...
In this technical note, we formulate and investigate a class of mean-field linear-quadratic-Gaussian...
This paper considers two classes of large population stochastic differential games connected to opti...
(∗) work partially supported by the chair “Finance and sustainable development” Abstract: We survey ...
We introduce the concept of mean-field optimal control which is the rigorous limit process connectin...
This thesis focuses on Mean Field Game (MFG) theory with applications to consensus, flocking, leader...
In this paper we model the role of a government of a large population as a mean field optimal contro...
In this article, we consider mean field games between a dominant leader and a large group of followe...
International audienceIn this paper, we study a class of linear-quadratic (LQ) mean-field games in w...
In this work, a multi-person mean-field-type game is formulated and solved that is described by a li...
This article examines games in which the payoffs and the state dynamics depend not onlyon the state-...
We survey here some recent studies concerning what we call mean-field models by analogy with Statist...
This paper introduces the backward mean-field (MF) linear-quadratic-Gaussian (LQG) games (for short,...
Abstract—We study large population leader-follower stochastic multi-agent systems where the agents h...
In this paper, we investigate the mean field games with K classes of agents who are weakly coupled v...
This paper considers linear quadratic (LQ) mean field games with a major player and analyzes an asym...
In this technical note, we formulate and investigate a class of mean-field linear-quadratic-Gaussian...
This paper considers two classes of large population stochastic differential games connected to opti...
(∗) work partially supported by the chair “Finance and sustainable development” Abstract: We survey ...
We introduce the concept of mean-field optimal control which is the rigorous limit process connectin...