SIAM Journal on Control and Optimization, Vol.54, No.2, 1030-1055, 2016
EXTENDED DETERMINISTIC MEAN-FIELD GAMES
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.
Keywords:mean-field games;differential games;deterministic control;Hamilton-Jacobi equations;random variables methods