Linear quadratic mean field Stackelberg differential games

Automatica ◽

10.1016/j.automatica.2018.08.008 ◽

2018 ◽

Vol 97 ◽

pp. 200-213 ◽

Cited By ~ 14

Author(s):

Jun Moon ◽

Tamer Başar

Keyword(s):

Differential Games ◽

Mean Field ◽

Linear Quadratic ◽

Quadratic Mean ◽

Stackelberg Differential Games

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Linear-quadratic mean-field type stackelberg differential games for stochastic jump-diffusion systems

Mathematical Control & Related Fields ◽

10.3934/mcrf.2021026 ◽

2021 ◽

Vol 0 (0) ◽

pp. 0

Author(s):

Jun Moon

Keyword(s):

Differential Games ◽

Mean Field ◽

Jump Diffusion ◽

Linear Quadratic ◽

Quadratic Mean ◽

Field Type ◽

Stackelberg Differential Games ◽

Diffusion Systems ◽

Stochastic Jump

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Linear–quadratic mean field stochastic zero-sum differential games

Automatica ◽

10.1016/j.automatica.2020.109067 ◽

2020 ◽

Vol 120 ◽

pp. 109067 ◽

Cited By ~ 1

Author(s):

Jun Moon

Keyword(s):

Differential Games ◽

Mean Field ◽

Linear Quadratic ◽

Quadratic Mean ◽

Zero Sum

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Linear-Quadratic Time-Inconsistent Mean-Field Type Stackelberg Differential Games: Time-Consistent Open-Loop Solutions

IEEE Transactions on Automatic Control ◽

10.1109/tac.2020.2979128 ◽

2021 ◽

Vol 66 (1) ◽

pp. 375-382

Author(s):

Jun Moon ◽

Hyun Jong Yang

Keyword(s):

Differential Games ◽

Mean Field ◽

Open Loop ◽

Linear Quadratic ◽

Field Type ◽

Stackelberg Differential Games ◽

Time Inconsistent

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Approximate Equilibrium Computation for Discrete-Time Linear-Quadratic Mean-Field Games

2020 American Control Conference (ACC) ◽

10.23919/acc45564.2020.9147474 ◽

2020 ◽

Author(s):

Muhammad Aneeq uz Zaman ◽

Kaiqing Zhang ◽

Erik Miehling ◽

Tamer Basar

Keyword(s):

Discrete Time ◽

Mean Field ◽

Mean Field Games ◽

Linear Quadratic ◽

Quadratic Mean ◽

Equilibrium Computation ◽

Approximate Equilibrium ◽

Time Linear

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A closed-loop saddle point for zero-sum linear-quadratic stochastic differential games with mean-field type

Systems & Control Letters ◽

10.1016/j.sysconle.2020.104624 ◽

2020 ◽

Vol 136 ◽

pp. 104624 ◽

Cited By ~ 2

Author(s):

Ran Tian ◽

Zhiyong Yu ◽

Rucheng Zhang

Keyword(s):

Saddle Point ◽

Differential Games ◽

Closed Loop ◽

Mean Field ◽

Stochastic Differential Games ◽

Linear Quadratic ◽

Field Type ◽

Zero Sum

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Co-Opetitive Linear-Quadratic Mean-Field-Type Games

IEEE Transactions on Cybernetics ◽

10.1109/tcyb.2019.2901006 ◽

2020 ◽

Vol 50 (12) ◽

pp. 5089-5098 ◽

Cited By ~ 4

Author(s):

Julian Barreiro-Gomez ◽

Tyrone E. Duncan ◽

Hamidou Tembine

Keyword(s):

Mean Field ◽

Linear Quadratic ◽

Quadratic Mean ◽

Field Type

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Linear Quadratic Mean Field Social Control with Random Coefficients and Common Noise

2019 Chinese Control Conference (CCC) ◽

10.23919/chicc.2019.8865775 ◽

2019 ◽

Author(s):

Bing-Chang Wang

Keyword(s):

Social Control ◽

Mean Field ◽

Random Coefficients ◽

Linear Quadratic ◽

Quadratic Mean ◽

Common Noise

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Uniqueness for Linear-Quadratic Mean Field Games with Common Noise

Dynamic Games and Applications ◽

10.1007/s13235-016-0200-8 ◽

2016 ◽

Vol 8 (1) ◽

pp. 199-210 ◽

Cited By ~ 2

Author(s):

Rinel Foguen Tchuendom

Keyword(s):

Mean Field ◽

Mean Field Games ◽

Linear Quadratic ◽

Quadratic Mean ◽

Common Noise

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Cooperative Linear-Quadratic Mean Field Control and Hamiltonian Matrix Analysis

10.22215/etd/2017-11853 ◽

2017 ◽

Author(s):

Xiang Chen

Keyword(s):

Mean Field ◽

Matrix Analysis ◽

Hamiltonian Matrix ◽

Linear Quadratic ◽

Quadratic Mean ◽

Field Control

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Linear-Quadratic Stochastic Stackelberg Differential Games for Jump-Diffusion Systems

SIAM Journal on Control and Optimization ◽

10.1137/20m1352314 ◽

2021 ◽

Vol 59 (2) ◽

pp. 954-976

Author(s):

Jun Moon

Keyword(s):

Differential Games ◽

Jump Diffusion ◽

Linear Quadratic ◽

Stackelberg Differential Games ◽

Diffusion Systems

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