Linear Quadratic Mean Field Type Control and Mean Field Games with Common Noise, with Application to Production of an Exhaustible Resource
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Control and Optimization
Link
http://link.springer.com/content/pdf/10.1007/s00245-016-9385-x.pdf
Reference61 articles.
1. Achdou, Y., Capuzzo-Dolcetta, I.: Mean field games: numerical methods. SIAM J. Numer. Anal. 48(3), 1136–1162 (2010)
2. Achdou, Y., Buera, F.J., Lasry, J.-M., Lions, P.-L., Moll, B.: Partial differential equation models in macroeconomics. Philos. Trans. R. Soc. Lond. A Math. Phys. Eng. Sci. 372(2028), 20130397 (2014)
3. Achdou, Y., Camilli, F., Capuzzo-Dolcetta, I.: Mean field games: numerical methods for the planning problem. SIAM J. Control Optim. 50(1), 77–109 (2012)
4. Ahuja, S.: Wellposedness of mean field games with common noise under a weak monotonicity condition. SIAM J. Control Optim. 54(1), 30–48 (2016)
5. Bardi, M.: Explicit solutions of some linear-quadratic mean field games. Netw. Heterog. Media 7(2), 243–261 (2012)
Cited by 38 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Hierarchical Cooperation in LQ Multi-Population Mean Field Game With Its Application to Opinion Evolution;IEEE Transactions on Network Science and Engineering;2024-09
2. Some Remarks on Linear-Quadratic Closed-Loop Games with Many Players;Dynamic Games and Applications;2024-06-19
3. An Accurate Numerical Scheme for Mean-Field Forward and Backward SDEs with Jumps;Numerical Mathematics: Theory, Methods and Applications;2024-06
4. Laplace principle for large population games with control interaction;Stochastic Processes and their Applications;2024-05
5. Convergence of Policy Gradient Methods for Finite-Horizon Exploratory Linear-Quadratic Control Problems;SIAM Journal on Control and Optimization;2024-03-22
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3