Concepedia

<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" display="inline" id="d1e48" altimg="si3.svg"><mml:mi>ϵ</mml:mi></mml:math>-Nash mean-field games for general linear-quadratic systems with applications

Ruimin Xu, Feng Zhang

Automatica · 2020 · 47 citations · 26 references

DOI

Concepts

References

26

Mean field games

Jean‐Michel Lasry, Pierre-Louis Lions · Japanese journal of mathematics · 2007 · 2.6K citations

Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle

Peter E. Caines, Minyi Huang, Roland P. Malhamé · Communications in Information and Systems · 2006 · 1.6K citations · Full text

, , +17

Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria

Minyi Huang, Peter E. Caines, Roland P. Malhamé · IEEE Transactions on Automatic Control · 2007 · 1.1K citations

, , +11

Solving forward-backward stochastic differential equations explicitly — a four step scheme

Jin Ma, Philip Protter, Jiongmin Yong · Probability Theory and Related Fields · 1994 · 755 citations · Full text

, , +12

Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control

Shigē Péng, Zhen Wu · SIAM Journal on Control and Optimization · 1999 · 508 citations

, , +16