Target problem for mean field type differential game

Abstract

The paper is concerned with the mean field type differential game that describes the behavior of the large number of similar agents governed by the unique decision maker and influenced by disturbances. It is assumed that the decision maker wishes to bring the distribution of agents onto the target set in the space of probabilities within the state constraints. The solution of this problem is obtained based on the notions u- and v-stability first introduced for the finite dimensional differential games. © 2018