Robust Mean Field Games with Application to Production of an Exhaustible Resource-Reference-Cited by-同舟云学术

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Robust Mean Field Games with Application to Production of an Exhaustible Resource

Published:2012 Issue:13 Volume:45 Page:454-459
ISSN:1474-6670
Container-title:IFAC Proceedings Volumes
language:en
Short-container-title:IFAC Proceedings Volumes

Author:

Bauso Dario,Tembine Hamidou,Başar Tamer

Publisher

Elsevier BV

Subject

General Medicine

Reference12 articles.

1. Nash equilibria of risk-sensitive nonlinear stochastic differential games;Başar;J. Optimization Theory and Applications,1999

2. H∞-Optimal Control and Related Minimax Design Problems: A Dynamic Game Approach;Başar,1995

3. Mean field games and applications;Gueant,2010

4. Population cost-coupled LQG problems with non-uniform agents: Individual-mass behaviour and decentralized ɛ-Nash equilibria;Huang;Trans. on Automatic Control,2007

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1. Receding horizon control for continuous‐time mean‐field systems;Asian Journal of Control;2023-09-13

2. Linear-quadratic zero-sum mean-field type games: Optimality conditions and policy optimization;Journal of Dynamics & Games;2021

3. A discrete-time mean-field stochastic linear-quadratic optimal control problem with financial application;International Journal of Control;2019-03-14

4. Mean Field Games with Singular Controls of Bounded Velocity;SSRN Electronic Journal;2017

5. Mean-Field Games and Ambiguity Aversion;SSRN Electronic Journal;2017

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