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Linear quadratic graphon field games
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Linear quadratic graphon field games (2021)Linear quadratic graphon field gamesStochastic Graphon Games: I. The Static Case (2021)Stochastic Graphon Games: I. …A Case Study on Stochastic Games on Large Graphs in Mean Field and Sparse Regimes (2021)A Case Study on Stochastic Ga…Graphon Mean Field Games and the GMFG Equations: ε-Nash Equilibria (2019)Graphon Mean Field Games and …Graphon Games (2019)Graphon GamesGraphon Mean Field Games and the GMFG Equations (2018)Graphon Mean Field Games and …Linear-Quadratic Mean Field Games (2015)Linear-Quadratic Mean Field G…Existence and Uniqueness Result for Mean Field Games with Congestion Effect on Graphs (2014)Existence and Uniqueness Resu…Social Optima in Mean Field LQG Control: Centralized and Decentralized Strategies (2012)Social Optima in Mean Field L…The NCE (Mean Field) Principle With Locality Dependent Cost Interactions (2010)The NCE (Mean Field) Principl…Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria (2007)Large-Population Cost-Coupled…Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle (2006)Large population stochastic d…Jeux à champ moyen. II – Horizon fini et contrôle optimal (2006)Jeux à champ moyen. II – Hori…Jeux à champ moyen. I – Le cas stationnaire (2006)Jeux à champ moyen. I – Le ca…Nash Equilibria for Large-Population Linear Stochastic Systems of Weakly Coupled Agents (2005)Nash Equilibria for Large-Pop…LQG Graphon Mean Field Games: Analysis via Graphon-Invariant Subspaces (2023)LQG Graphon Mean Field Games:…Mean field games (2007)Risk-Sensitive Mean-Field Games (2013)A probabilistic weak formulation of mean field games and applications (2015)Mean field game of controls and an application to trade crowding (2017)Dynamic noncooperative game theory (1995)The Theory of Learning in Games (1998)Mean Field Games Models—A Brief Survey (2013)Probabilistic Analysis of Mean-Field Games (2013)Dynamic Noncooperative Game Theory (1982)Games with Incomplete Information Played by “Bayesian” Players, I–III: Part I. The Basic Model (2004)A Maximum Principle for SDEs of Mean-Field Type (2010)Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations (2013)Markets with a Continuum of Traders (1964)Mean Field Games and Applications (2010)Dynamic models of segregation† (1971)Mean Field Games and Nonlinear Markov Processes (2011)From Population Games to Payoff Dynamics Models: A Passivity-Based Approac (2019)Graphon Mean Field Games and Their Equations (2021)Aggregation of Variables in Dynamic Systems (1961)Aggregation of Variables in Dynamic Systems (1977)The Nash certainty equivalence principle and McKean-Vlasov systems: An invariance principle and entry adaptation (2007)Oblivious equilibrium for large-scale stochastic games with unbounded costs (2008)Social Optimal mean field control problem for population growth model (2019)Brownian Motion and Stochastic Calculus (2007)Mean Field Games (2017)Stochastic Graphon Games: II. The Linear-Quadratic Case (2022)Graphon Games: A Statistical Framework for Network Games and Interventions (2023)Decentralized Convergence to Nash Equilibria in Constrained Deterministic Mean Field Control (2015)Linear Quadratic Risk-Sensitive and Robust Mean Field Games (2016)Existence for stationary mean-field games with congestion and quadratic Hamiltonians (2015)Convergence, fluctuations and large deviations for finite state mean field games via the Master Equation (2018)
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References

  • 2006Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle1,574 cited
  • 2007Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria1,092 cited
  • 2006Jeux à champ moyen. I – Le cas stationnaire965 cited
  • 2006Jeux à champ moyen. II – Horizon fini et contrôle optimal810 cited
  • 2012Social Optima in Mean Field LQG Control: Centralized and Decentralized Strategies246 cited
  • 2015Linear-Quadratic Mean Field Games233 cited
  • 2010The NCE (Mean Field) Principle With Locality Dependent Cost Interactions85 cited
  • 2005Nash Equilibria for Large-Population Linear Stochastic Systems of Weakly Coupled Agents79 cited
  • 2014Existence and Uniqueness Result for Mean Field Games with Congestion Effect on Graphs72 cited
  • 2018Graphon Mean Field Games and the GMFG Equations54 cited
  • 2021Stochastic Graphon Games: I. The Static Case49 cited
  • 2019Graphon Games40 cited
  • 2019Graphon Mean Field Games and the GMFG Equations: ε-Nash Equilibria37 cited
  • 2021A Case Study on Stochastic Games on Large Graphs in Mean Field and Sparse Regimes37 cited

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2023
LQG Graphon Mean Field Games: Analysis via Graphon-Invariant Subspaces
18 cited