Extended Deterministic Mean-Field Games

Handle URI:
http://hdl.handle.net/10754/609458
Title:
Extended Deterministic Mean-Field Games
Authors:
Gomes, Diogo A. ( 0000-0002-3129-3956 ) ; Voskanyan, Vardan K.
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.
KAUST Department:
Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division
Citation:
Extended Deterministic Mean-Field Games 2016, 54 (2):1030 SIAM Journal on Control and Optimization
Publisher:
Society for Industrial & Applied Mathematics (SIAM)
Journal:
SIAM Journal on Control and Optimization
Issue Date:
21-Apr-2016
DOI:
10.1137/130944503
Type:
Article
ISSN:
0363-0129; 1095-7138
Sponsors:
Both authors were supported by KAUST baseline and start-up funds and KAUST SRI, Center for Uncertainty Quantification in Computational Science and Engineering.
Additional Links:
http://epubs.siam.org/doi/10.1137/130944503
Appears in Collections:
Articles; Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division

Full metadata record

DC FieldValue Language
dc.contributor.authorGomes, Diogo A.en
dc.contributor.authorVoskanyan, Vardan K.en
dc.date.accessioned2016-05-15T13:26:04Zen
dc.date.available2016-05-15T13:26:04Zen
dc.date.issued2016-04-21en
dc.identifier.citationExtended Deterministic Mean-Field Games 2016, 54 (2):1030 SIAM Journal on Control and Optimizationen
dc.identifier.issn0363-0129en
dc.identifier.issn1095-7138en
dc.identifier.doi10.1137/130944503en
dc.identifier.urihttp://hdl.handle.net/10754/609458en
dc.description.abstractIn 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.en
dc.description.sponsorshipBoth authors were supported by KAUST baseline and start-up funds and KAUST SRI, Center for Uncertainty Quantification in Computational Science and Engineering.en
dc.language.isoenen
dc.publisherSociety for Industrial & Applied Mathematics (SIAM)en
dc.relation.urlhttp://epubs.siam.org/doi/10.1137/130944503en
dc.rightsArchived with thanks to SIAM Journal on Control and Optimizationen
dc.subjectmean-field gamesen
dc.subjectdifferential gamesen
dc.subjectdeterministic controlen
dc.subjectHamilton-Jacobi equationsen
dc.subjectrandom variables methodsen
dc.titleExtended Deterministic Mean-Field Gamesen
dc.typeArticleen
dc.contributor.departmentComputer, Electrical and Mathematical Sciences and Engineering (CEMSE) Divisionen
dc.identifier.journalSIAM Journal on Control and Optimizationen
dc.eprint.versionPublisher's Version/PDFen
dc.contributor.affiliationKing Abdullah University of Science and Technology (KAUST)en
kaust.authorGomes, Diogo A.en
kaust.authorVoskanyan, Vardan K.en
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