Extended Deterministic Mean-Field Games

Diogo A. Gomes; Vardan K. Voskanyan

doi:10.1137/130944503

Extended Deterministic Mean-Field Games

Diogo A. Gomes, Vardan K. Voskanyan

Research output: Contribution to journal › Article › peer-review

46 Scopus citations

Abstract

In this paper, we consider mean-field games where the interaction of each player with the mean field takes into account not only the states of the players but also their collective behavior. To do so, we develop a random variable framework that is particularly convenient for these problems. We prove an existence result for extended mean-field games and establish uniqueness conditions. In the last section, we consider the Master Equation and discuss properties of its solutions.

Original language	English (US)
Pages (from-to)	1030-1055
Number of pages	26
Journal	SIAM Journal on Control and Optimization
Volume	54
Issue number	2
DOIs	https://doi.org/10.1137/130944503
State	Published - Apr 21 2016

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10.1137/130944503

https://repository.kaust.edu.sa/bitstream/10754/609458/1/130944503.pdf

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note = "KAUST Repository Item: Exported on 2020-10-01 Acknowledgements: Both authors were supported by KAUST baseline and start-up funds and KAUST SRI, Center for Uncertainty Quantification in Computational Science and Engineering.",

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Extended Deterministic Mean-Field Games

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