Extended Deterministic Mean-Field Games

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Article
Authors
Gomes, Diogo A. cc
Voskanyan, Vardan K.
KAUST Department
Applied Mathematics and Computational Science Program
Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division
Date
2016-04-21
Permanent link to this record
http://hdl.handle.net/10754/609458

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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.
Citation
Extended Deterministic Mean-Field Games 2016, 54 (2):1030 SIAM Journal on Control and Optimization
Sponsors
Both authors were supported by KAUST baseline and start-up funds and KAUST SRI, Center for Uncertainty Quantification in Computational Science and Engineering.
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Journal
SIAM Journal on Control and Optimization
ISSN
0363-0129
1095-7138
DOI
10.1137/130944503
Additional Links
http://epubs.siam.org/doi/10.1137/130944503
Collections
Articles; Applied Mathematics and Computational Science Program; Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division