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Volumn 28, Issue , 2018, Pages 49-71

Existence and Uniqueness for Mean Field Games with State Constraints

Author keywords

Hamilton Jacobi Bellman equations; Mean field games; Nash equilibrium; State constraints

Indexed keywords


EID: 85059103630     PISSN: 2281518X     EISSN: 22815198     Source Type: Book Series    
DOI: 10.1007/978-3-030-01947-1_3     Document Type: Chapter
Times cited : (64)

References (13)
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    • Regularity of the Eikonal equation with Neumann boundary conditions in the plane: Application to fronts with nonlocal terms
    • Cardaliaguet, P., Marchi, C.: Regularity of the Eikonal equation with Neumann boundary conditions in the plane: application to fronts with nonlocal terms. SIAM J. Control Optim. 45, 1017–1038 (2006)
    • (2006) SIAM J. Control Optim. , vol.45 , pp. 1017-1038
    • Cardaliaguet, P.1    Marchi, C.2
  • 7
    • 0003532178 scopus 로고
    • Measure Theory and Fine Properties of Functions
    • CRC Press, Ann Arbor
    • Evans, L.C., Gariepy, R.F.: Measure Theory and Fine Properties of Functions. Studies in Advance Mathematics (CRC Press, Ann Arbor, 1992)
    • (1992) Studies in Advance Mathematics
    • Evans, L.C.1    Gariepy, R.F.2
  • 8
    • 39549087376 scopus 로고    scopus 로고
    • Large population stochastic dynamic games: Closed-loop McKean-Vlasov systems and the Nash certainly equivalence principle
    • Huang, M., Malhamé, R.P., Caines, P.E.: Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainly equivalence principle. Commun. Inf. Syst. 6(3), 221–252 (2006)
    • (2006) Commun. Inf. Syst. , vol.6 , Issue.3 , pp. 221-252
    • Huang, M.1    Malhamé, R.P.2    Caines, P.E.3
  • 9
    • 34648831837 scopus 로고    scopus 로고
    • Large-population cost-coupled LQG problems with nonuniform agents: Individual-mass behavior and decentralized ɛ-Nash equilibria
    • Huang, M., Caines, P.E., Malhamé, R.P.: Large-population cost-coupled LQG problems with nonuniform agents: individual-mass behavior and decentralized ɛ-Nash equilibria. IEEE Trans. Autom. Control 52(9), 1560–1571 (2007)
    • (2007) IEEE Trans. Autom. Control , vol.52 , Issue.9 , pp. 1560-1571
    • Huang, M.1    Caines, P.E.2    Malhamé, R.P.3
  • 10
    • 84950272002 scopus 로고
    • A generalization of Brouwer’s fixed point theorem
    • Kakutani, S.: A generalization of Brouwer’s fixed point theorem. Duke Math J. 8(3), 457–459 (1941)
    • (1941) Duke Math J , vol.8 , Issue.3 , pp. 457-459
    • Kakutani, S.1
  • 11
    • 33750627999 scopus 로고    scopus 로고
    • Jeux á champ moyen. I. Le cas stationnaire
    • Lasry, J.-M., Lions, P.-L.: Jeux á champ moyen. I. Le cas stationnaire. C. R. Math. Acad. Sci. Paris 343(9), 619–625 (2006)
    • (2006) C. R. Math. Acad. Sci. Paris , vol.343 , Issue.9 , pp. 619-625
    • Lasry, J.-M.1    Lions, P.-L.2
  • 12
    • 33751077273 scopus 로고    scopus 로고
    • Jeux à champ moyen. II. Horizon fini et contrôle optimal
    • Lasry, J.-M., Lions, P.-L.: Jeux à champ moyen. II. Horizon fini et contrôle optimal. C. R. Math. Acad. Sci. Paris 343(9), 679–684 (2006)
    • (2006) C. R. Math. Acad. Sci. Paris , vol.343 , Issue.9 , pp. 679-684
    • Lasry, J.-M.1    Lions, P.-L.2
  • 13
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    • Mean field games
    • Lasry, J.-M., Lions, P.-L.: Mean field games. Jpn. J. Math. 2(1), 229–260 (2007)
    • (2007) Jpn. J. Math. , vol.2 , Issue.1 , pp. 229-260
    • Lasry, J.-M.1    Lions, P.-L.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.