Extended Deterministic Mean-Field Games

Diogo A. Gomes, Vardan K. Voskanyan

Research output: Contribution to journalArticlepeer-review

16 Scopus citations

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.
Original languageEnglish (US)
Pages (from-to)1030-1055
Number of pages26
JournalSIAM Journal on Control and Optimization
Volume54
Issue number2
DOIs
StatePublished - Apr 21 2016

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