Continuous time finite state space mean field games - A variational approach

Diogo A. Gomes

doi:10.1109/Allerton.2011.6120275

Continuous time finite state space mean field games - A variational approach

Diogo A. Gomes^*

^*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

5 Scopus citations

Abstract

Mean field games model problems with competition between large numbers of rational agents that play non-cooperative dynamic games under certain symmetry assumptions. In this paper we consider a class of mean-field two-state Markov decision problems and present a variational formulation for the corresponding mean field equations. We end the paper with a discussion of possible extensions and applications.

Original language	English (US)
Title of host publication	2011 49th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2011
Pages	998-1001
Number of pages	4
DOIs	https://doi.org/10.1109/Allerton.2011.6120275
State	Published - 2011
Externally published	Yes
Event	2011 49th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2011 - Monticello, IL, United States Duration: Sep 28 2011 → Sep 30 2011

Publication series

Name	2011 49th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2011

Other

Other	2011 49th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2011
Country/Territory	United States
City	Monticello, IL
Period	09/28/11 → 09/30/11

ASJC Scopus subject areas

Computer Networks and Communications
Control and Systems Engineering

Access to Document

10.1109/Allerton.2011.6120275

Cite this

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title = "Continuous time finite state space mean field games - A variational approach",

abstract = "Mean field games model problems with competition between large numbers of rational agents that play non-cooperative dynamic games under certain symmetry assumptions. In this paper we consider a class of mean-field two-state Markov decision problems and present a variational formulation for the corresponding mean field equations. We end the paper with a discussion of possible extensions and applications.",

author = "Gomes, {Diogo A.}",

year = "2011",

doi = "10.1109/Allerton.2011.6120275",

language = "English (US)",

isbn = "9781457718168",

series = "2011 49th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2011",

pages = "998--1001",

booktitle = "2011 49th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2011",

note = "2011 49th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2011 ; Conference date: 28-09-2011 Through 30-09-2011",

}

Gomes, DA 2011, Continuous time finite state space mean field games - A variational approach. in 2011 49th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2011., 6120275, 2011 49th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2011, pp. 998-1001, 2011 49th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2011, Monticello, IL, United States, 09/28/11. https://doi.org/10.1109/Allerton.2011.6120275

Continuous time finite state space mean field games - A variational approach. / Gomes, Diogo A.
2011 49th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2011. 2011. p. 998-1001 6120275 (2011 49th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2011).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

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N2 - Mean field games model problems with competition between large numbers of rational agents that play non-cooperative dynamic games under certain symmetry assumptions. In this paper we consider a class of mean-field two-state Markov decision problems and present a variational formulation for the corresponding mean field equations. We end the paper with a discussion of possible extensions and applications.

AB - Mean field games model problems with competition between large numbers of rational agents that play non-cooperative dynamic games under certain symmetry assumptions. In this paper we consider a class of mean-field two-state Markov decision problems and present a variational formulation for the corresponding mean field equations. We end the paper with a discussion of possible extensions and applications.

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DO - 10.1109/Allerton.2011.6120275

M3 - Conference contribution

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SN - 9781457718168

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BT - 2011 49th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2011

T2 - 2011 49th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2011

Y2 - 28 September 2011 through 30 September 2011

ER -

Continuous time finite state space mean field games - A variational approach

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