{"id":"https://openalex.org/W2966602023","doi":"https://doi.org/10.1080/00207179.2019.1651940","title":"<i>\u03f5</i>-Nash mean-field games for linear-quadratic systems with random jumps and applications","display_name":"<i>\u03f5</i>-Nash mean-field games for linear-quadratic systems with random jumps and applications","publication_year":2019,"publication_date":"2019-08-05","ids":{"openalex":"https://openalex.org/W2966602023","doi":"https://doi.org/10.1080/00207179.2019.1651940","mag":"2966602023"},"language":"en","primary_location":{"id":"doi:10.1080/00207179.2019.1651940","is_oa":false,"landing_page_url":"https://doi.org/10.1080/00207179.2019.1651940","pdf_url":null,"source":{"id":"https://openalex.org/S88061139","display_name":"International Journal of Control","issn_l":"0020-7179","issn":["0020-7179","1366-5820"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547"],"host_organization_lineage_names":["Taylor & Francis"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Control","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5040400724","display_name":"Ruimin Xu","orcid":"https://orcid.org/0000-0002-9613-2635"},"institutions":[{"id":"https://openalex.org/I152269853","display_name":"Qilu University of Technology","ror":"https://ror.org/04hyzq608","country_code":"CN","type":"education","lineage":["https://openalex.org/I152269853"]},{"id":"https://openalex.org/I4210142748","display_name":"Shandong Academy of Sciences","ror":"https://ror.org/04y8d6y55","country_code":"CN","type":"education","lineage":["https://openalex.org/I4210142748"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Ruimin Xu","raw_affiliation_strings":["School of Mathematics and Statistics, Qilu University of Technology (Shandong Academy of Sciences), Jinan, People's Republic of China"],"affiliations":[{"raw_affiliation_string":"School of Mathematics and Statistics, Qilu University of Technology (Shandong Academy of Sciences), Jinan, People's Republic of China","institution_ids":["https://openalex.org/I152269853","https://openalex.org/I4210142748"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5075869928","display_name":"Jingtao Shi","orcid":"https://orcid.org/0000-0003-2736-6443"},"institutions":[{"id":"https://openalex.org/I154099455","display_name":"Shandong University","ror":"https://ror.org/0207yh398","country_code":"CN","type":"education","lineage":["https://openalex.org/I154099455"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Jingtao Shi","raw_affiliation_strings":["School of Mathematics, Shandong University, Jinan, People's Republic of China"],"affiliations":[{"raw_affiliation_string":"School of Mathematics, Shandong University, Jinan, People's Republic of China","institution_ids":["https://openalex.org/I154099455"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5075869928"],"corresponding_institution_ids":["https://openalex.org/I154099455"],"apc_list":null,"apc_paid":null,"fwci":0.8361,"has_fulltext":false,"cited_by_count":12,"citation_normalized_percentile":{"value":0.76359196,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":99},"biblio":{"volume":"94","issue":"5","first_page":"1415","last_page":"1425"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9955999851226807,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9955999851226807,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10482","display_name":"Mathematical and Theoretical Epidemiology and Ecology Models","score":0.9941999912261963,"subfield":{"id":"https://openalex.org/subfields/2739","display_name":"Public Health, Environmental and Occupational Health"},"field":{"id":"https://openalex.org/fields/27","display_name":"Medicine"},"domain":{"id":"https://openalex.org/domains/4","display_name":"Health Sciences"}},{"id":"https://openalex.org/T12137","display_name":"Economic theories and models","score":0.9876999855041504,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/nash-equilibrium","display_name":"Nash equilibrium","score":0.6791635155677795},{"id":"https://openalex.org/keywords/population","display_name":"Population","score":0.641420841217041},{"id":"https://openalex.org/keywords/linear-quadratic-gaussian-control","display_name":"Linear-quadratic-Gaussian control","score":0.584407389163971},{"id":"https://openalex.org/keywords/curse-of-dimensionality","display_name":"Curse of dimensionality","score":0.5648789405822754},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.5189754366874695},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.5076786279678345},{"id":"https://openalex.org/keywords/mean-field-theory","display_name":"Mean field theory","score":0.48233363032341003},{"id":"https://openalex.org/keywords/linear-system","display_name":"Linear system","score":0.4313175082206726},{"id":"https://openalex.org/keywords/observability","display_name":"Observability","score":0.4198193848133087},{"id":"https://openalex.org/keywords/quadratic-equation","display_name":"Quadratic equation","score":0.41042831540107727},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.3805257976055145},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.3466503918170929},{"id":"https://openalex.org/keywords/optimal-control","display_name":"Optimal control","score":0.1883668601512909},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.15460845828056335}],"concepts":[{"id":"https://openalex.org/C46814582","wikidata":"https://www.wikidata.org/wiki/Q23389","display_name":"Nash equilibrium","level":2,"score":0.6791635155677795},{"id":"https://openalex.org/C2908647359","wikidata":"https://www.wikidata.org/wiki/Q2625603","display_name":"Population","level":2,"score":0.641420841217041},{"id":"https://openalex.org/C204495892","wikidata":"https://www.wikidata.org/wiki/Q1798304","display_name":"Linear-quadratic-Gaussian control","level":3,"score":0.584407389163971},{"id":"https://openalex.org/C111030470","wikidata":"https://www.wikidata.org/wiki/Q1430460","display_name":"Curse of dimensionality","level":2,"score":0.5648789405822754},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.5189754366874695},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5076786279678345},{"id":"https://openalex.org/C202213908","wikidata":"https://www.wikidata.org/wiki/Q626011","display_name":"Mean field theory","level":2,"score":0.48233363032341003},{"id":"https://openalex.org/C6802819","wikidata":"https://www.wikidata.org/wiki/Q1072174","display_name":"Linear system","level":2,"score":0.4313175082206726},{"id":"https://openalex.org/C36299963","wikidata":"https://www.wikidata.org/wiki/Q1369844","display_name":"Observability","level":2,"score":0.4198193848133087},{"id":"https://openalex.org/C129844170","wikidata":"https://www.wikidata.org/wiki/Q41299","display_name":"Quadratic equation","level":2,"score":0.41042831540107727},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.3805257976055145},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3466503918170929},{"id":"https://openalex.org/C91575142","wikidata":"https://www.wikidata.org/wiki/Q1971426","display_name":"Optimal control","level":2,"score":0.1883668601512909},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.15460845828056335},{"id":"https://openalex.org/C149923435","wikidata":"https://www.wikidata.org/wiki/Q37732","display_name":"Demography","level":1,"score":0.0},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C144024400","wikidata":"https://www.wikidata.org/wiki/Q21201","display_name":"Sociology","level":0,"score":0.0},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1080/00207179.2019.1651940","is_oa":false,"landing_page_url":"https://doi.org/10.1080/00207179.2019.1651940","pdf_url":null,"source":{"id":"https://openalex.org/S88061139","display_name":"International Journal of Control","issn_l":"0020-7179","issn":["0020-7179","1366-5820"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547"],"host_organization_lineage_names":["Taylor & Francis"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Control","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G2779643202","display_name":null,"funder_award_id":"11831010, 11571205, 11301310","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"}],"funders":[{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":30,"referenced_works":["https://openalex.org/W1499969990","https://openalex.org/W1503185336","https://openalex.org/W1576577548","https://openalex.org/W1821455959","https://openalex.org/W1983321045","https://openalex.org/W1983997656","https://openalex.org/W1984719934","https://openalex.org/W1985050062","https://openalex.org/W1986431940","https://openalex.org/W1992169727","https://openalex.org/W2011000015","https://openalex.org/W2026814250","https://openalex.org/W2038686546","https://openalex.org/W2057567083","https://openalex.org/W2082585640","https://openalex.org/W2117783125","https://openalex.org/W2119425767","https://openalex.org/W2129951390","https://openalex.org/W2136776938","https://openalex.org/W2144975070","https://openalex.org/W2151065060","https://openalex.org/W2211095476","https://openalex.org/W2345177722","https://openalex.org/W2415721549","https://openalex.org/W2417392425","https://openalex.org/W2560316583","https://openalex.org/W2595697910","https://openalex.org/W4297748063","https://openalex.org/W4297852499","https://openalex.org/W6807587025"],"related_works":["https://openalex.org/W2046459260","https://openalex.org/W1971989957","https://openalex.org/W3157641275","https://openalex.org/W2517338020","https://openalex.org/W4312300846","https://openalex.org/W2615757685","https://openalex.org/W3000546688","https://openalex.org/W2110237297","https://openalex.org/W3029572990","https://openalex.org/W1971832116"],"abstract_inverted_index":{"This":[0,92],"paper":[1],"studies":[2],"linear-quadratic-Gaussian":[3],"(LQG)":[4],"games":[5],"of":[6,40,97,122,130],"stochastic":[7],"large":[8,41,60],"population":[9,42,61,109],"system":[10,29,43,62,110],"with":[11,19,88],"jump-diffusion":[12],"processes.":[13],"The":[14,37,80],"most":[15],"distinguishing":[16],"feature,":[17],"compared":[18],"the":[20,27,89,120,123,128,131,143],"well-studied":[21],"mean-field":[22],"LQG":[23],"games,":[24],"is":[25,84,101,116,140,148],"that":[26],"game":[28],"follows":[30],"linear":[31],"SDEs":[32],"driven":[33],"by":[34],"random":[35],"jumps.":[36],"individual":[38,54],"agents":[39],"are":[44],"coupled":[45],"both":[46],"in":[47,52,59],"their":[48,53,69],"state":[49],"dynamics":[50],"and":[51,127,142],"cost":[55],"functionals.":[56],"Each":[57],"agent":[58],"has":[63],"negligible":[64],"impact":[65,76,129],"on":[66,77],"others,":[67],"but":[68],"collective":[70,133],"behaviors":[71],"will":[72],"impose":[73],"some":[74],"significant":[75],"all":[78],"agents.":[79],"so-called":[81],"NCE":[82],"methodology":[83,93],"introduced":[85],"to":[86,118],"deal":[87],"dimensionality":[90],"difficulty.":[91],"derives":[94],"a":[95,106,137],"set":[96],"decentralized":[98,144],"strategies,":[99],"which":[100],"an":[102],"\u03f5-Nash":[103],"equilibrium":[104],"for":[105],"finite":[107],"N":[108],"where":[111],"\u03b5=O(1N).":[112],"A":[113],"numerical":[114],"example":[115],"provided":[117],"illustrate":[119],"consistency":[121],"mean":[124],"field":[125],"estimation":[126],"population's":[132],"behaviors.":[134],"As":[135],"applications,":[136],"pricing":[138],"problem":[139],"studied":[141],"suboptimal":[145],"price":[146],"strategy":[147],"obtained.":[149]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":4},{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":3},{"year":2020,"cited_by_count":3}],"updated_date":"2026-03-01T08:55:55.761014","created_date":"2025-10-10T00:00:00"}