A reference case for mean field games models

DOI10.1016/j.matpur.2009.04.008zbMath1173.91020MaRDI QIDQ843178

Olivier Guéant

Publication date: 29 September 2009

Published in: Journal de Mathématiques Pures et Appliquées. Neuvième Série (Search for Journal in Brave)

Full work available at URL: https://basepub.dauphine.fr/handle/123456789/6444

zbMATH Keywords

numerical methods; control theory; partial differential equations; mean field games

Mathematics Subject Classification ID

91A99: Game theory

91A15: Stochastic games, stochastic differential games

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Cites Work

• Unnamed Item
• Mean field games. I: The stationary case
• Mean field games. II: Finite horizon and optimal control
• Mean field games
• Markets with a Continuum of Traders