Communications in Information and Systems
Volume 21 (2021)
Master adjoint systems in mean-field-type games
Pages: 623 – 650
This article presents mean-field-type games with both atomic and non-atomic decision-makers.We establish sufficiency conditions for equilibria in state-and-mean-field-type feedback strategies using Bellman systems in the space of measures. We then derive master adjoint systems. The computation of the equilibrium system is illustrated in variance-aware games with heterogeneous decisionmakers.
Research supported in part by U.S. Air Force Office of Scientific Research under grant number FA9550-17-1-0259.
Received 23 May 2020
Published 4 June 2021