Oblivious Equilibrium: A Mean Field Approximation for Large-Scale Dynamic Games
By Gabriel Y. Weintraub, C. Lanier Benkard, Benjamin Van Roy. 2005
120 citations recorded by the source corpus.
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Citations in the corpus
- Mean Field Multi-Agent Reinforcement Learning (2018, background): “MFG studies population behaviors resulting from the aggregations of decisions taken from individuals.”
- Risk-sensitive mean field stochastic differential games (2011, background): “…controls Huang et al. (2003, 2007); Yin et al. (2010), mean-field optimization, mean-field teams Tembine et al. (2009), mean-field stochastic games Weintraub et al. (2005); Adlakha et al. (2008); Tembine et al. (2009); Tembine (2011), mean-field stochastic differential games Lasry and Lions…”
- Large-Population LQG Games Involving a Major Player: The Nash Certainty Equivalence Principle (2009, background): “For models with many firm dynamics, Weintraub, Benkard, and Von Roy considered decentralized strategies and proposed the notion of oblivious equilibria via a mean field approximation [35, 36].”