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    Extended Deterministic Mean-Field Games

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    Type
    Article
    Authors
    Gomes, Diogo A. cc
    Voskanyan, Vardan K.
    KAUST Department
    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
    ae974a485f413a2113503eed53cd6c53
    10.1137/130944503
    Scopus Count
    Collections
    Articles; Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division

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