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math.OC2024
Linear Quadratic Mean Field Games with Quantile-Dependent Cost Coefficients
Shuang Gao, Roland P. Malhamé
This paper studies a class of linear quadratic mean field games where the coefficients of quadratic cost functions depend on both the mean and the variance of the population's stat…
math.OC2024
Linear-Quadratic Graphon Mean Field Games with Common Noise
De-xuan Xu, Zhun Gou, Nan-jing Huang +1
This paper studies linear quadratic graphon mean field games (LQ-GMFGs) with common noise, in which a large number of agents are coupled via a weighted undirected graph. One specia…