ε-Nash mean field game theory for nonlinear stochastic dynamical systems with mixed agents

Proceedings of the IEEE Conference on Decision and Control

Volumn , Issue , 2012, Pages 2090-2095

  Nourian, Mojtaba ^a   Caines, Peter E ^a  

^a MCGILL UNIVERSITY   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

COST FUNCTIONS; DYNAMICAL SYSTEMS; GAME THEORY; OPTIMAL CONTROL SYSTEMS; POPULATION STATISTICS; STOCHASTIC CONTROL SYSTEMS; STOCHASTIC SYSTEMS; VLASOV EQUATION;

FINITE TIME HORIZON; HAMILTON JACOBI BELLMAN; NONLINEAR COST FUNCTIONS; NONLINEAR STOCHASTIC DYNAMICS; OPTIMAL CONTROL PROBLEM; RANDOM COEFFICIENTS; STOCHASTIC DYNAMICAL SYSTEM; STOCHASTIC OPTIMAL CONTROL PROBLEM;

PROCESS CONTROL;

EID: 84874222549     PISSN: 07431546     EISSN: 25762370     Source Type: Conference Proceeding    
DOI: 10.1109/CDC.2012.6426100     Document Type: Conference Paper

References (19)

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