EXTENDED DETERMINISTIC MEAN-FIELD GAMES

被引：37

作者：

Gomes, Diogo A. ^{[1
]}

Voskanyan, Vardan K. ^{[1
]}

机构：

[1] King Abdullah Univ Sci & Technol, CEMSE Div, Thuwal 239556900, Saudi Arabia

来源：

SIAM JOURNAL ON CONTROL AND OPTIMIZATION | 2016年 / 54卷 / 02期

关键词：

mean-field games; differential games; deterministic control; Hamilton-Jacobi equations; random variables methods;

D O I：

10.1137/130944503

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

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.

引用

页码：1030 / 1055

页数：26

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