COMPUTATION OF MEAN FIELD EQUILIBRIA IN ECONOMICS

DOI10.1142/S0218202510004349zbMath1193.91018OpenAlexW2023042366MaRDI QIDQ3560032

Julien Salomon, Aimé Lachapelle, Gabriel Turinici

Publication date: 19 May 2010

Published in: Mathematical Models and Methods in Applied Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0218202510004349

zbMATH Keywords

Hamilton-Jacobi-Bellman equation Kolmogorov equation mean field games

Mathematics Subject Classification ID

Optimality conditions for problems involving partial differential equations (49K20) Multivariable systems, multidimensional control systems (93C35) Games with infinitely many players (91A07) Stochastic games, stochastic differential games (91A15) Stochastic quantization (81S20) Hamilton-Jacobi theories (49L99)

Related Items (62)

Game theoretic decentralized feedback controls in Markov jump processes ⋮ Linear-quadratic mean field games ⋮ Decomposition and mean-field approach to mixed integer optimal compensation problems ⋮ MEAN FIELD GAMES EQUATIONS WITH QUADRATIC HAMILTONIAN: A SPECIFIC APPROACH ⋮ Opinion Dynamics in Social Networks through Mean-Field Games ⋮ Discrete-time control for systems of interacting objects with unknown random disturbance distributions: a mean field approach ⋮ A Numerical Scheme for a Mean Field Game in Some Queueing Systems Based on Markov Chain Approximation Method ⋮ Mean field linear quadratic games with set up costs ⋮ Optimal control of the mean field equilibrium for a pedestrian tourists' flow model ⋮ Continuous time finite state mean field games ⋮ Modeling and computation of mean field game with compound carbon abatement mechanisms ⋮ Existence and uniqueness result for mean field games with congestion effect on graphs ⋮ A variational approach to second order mean field games with density constraints: the stationary case ⋮ Identification of the household behavior modeling based on modified Ramsey model ⋮ On one inverse problem for the Kolmogorov-Fokker-Planck equation ⋮ Error estimates of a theta-scheme for second-order mean field games ⋮ A primal-dual partial inverse algorithm for constrained monotone inclusions: applications to stochastic programming and mean field games ⋮ The group behaviour modelling of workers in the labor market ⋮ Modeling and computation of mean field equilibria in producers' game with emission permits trading ⋮ IMITATION, PROXIMITY, AND GROWTH — A COLLECTIVE SWARM DYNAMICS APPROACH ⋮ Proximal Methods for Stationary Mean Field Games with Local Couplings ⋮ Numerical solution of mean field games problems with turnpike effect ⋮ Hamilton–Jacobi–Bellman Equations ⋮ Optimal individual strategies for influenza vaccines with imperfect efficacy and durability of protection ⋮ The Euler-Lagrange approximation of the mean field game for the planning problem ⋮ On the convergence of finite state mean-field games through \(\Gamma\)-convergence ⋮ Rate control under heavy traffic with strategic servers ⋮ Existence of a solution to an equation arising from the theory of mean field games ⋮ Control systems of interacting objects modeled as a game against nature under a mean field approach ⋮ Analysis of Finite Difference Approximations of an Optimal Control Problem in Economics ⋮ A monotonic method for nonlinear optimal control problems with concave dependence on the state ⋮ Linear quadratic mean field type control and mean field games with common noise, with application to production of an exhaustible resource ⋮ A Fokker-Planck control framework for stochastic systems ⋮ Some recent aspects of differential game theory ⋮ Convergence of a Finite Difference Scheme to Weak Solutions of the System of Partial Differential Equations Arising in Mean Field Games ⋮ Mean-field game modeling the bandwagon effect with activation costs ⋮ A simple mean field model for social interactions: dynamics, fluctuations, criticality ⋮ A game-theoretic framework for autonomous vehicles velocity control: bridging microscopic differential games and macroscopic mean field games ⋮ Nash-MFG equilibrium in a SIR model with time dependent newborn vaccination ⋮ Numerical solution of a parabolic optimal control problem arising in economics and management ⋮ Connections between mean-field game and social welfare optimization ⋮ Analysis of the stock market crisis based on mean field games concept ⋮ Artificial viscosity joint spacetime multigrid method for Hamilton-Jacobi-Bellman and Kolmogorov-Fokker-Planck system arising from mean field games ⋮ Mean field games models -- a brief survey ⋮ Mean-field games and dynamic demand management in power grids ⋮ On the rate of convergence for the mean-field approximation of controlled diffusions with large number of players ⋮ Stationary Mean Field Games Systems Defined on Networks ⋮ The group behavior analysis of the high-frequency traders based on mean field games approach ⋮ Time-dependent mean-field games in the superquadratic case ⋮ Numerical solution of mean field problem with limited management resource ⋮ The household behavior modeling based on mean field games approach ⋮ Cemracs 2017: numerical probabilistic approach to MFG ⋮ On the implementation of a primal-dual algorithm for second order time-dependent Mean Field Games with local couplings ⋮ Approximation of a mean field game problem with Caputo time-fractional derivative ⋮ The finite difference approximation preserving conjugate properties of the mean-field game equations ⋮ Numerical study of the stock market crises based on mean field games approach ⋮ Origin-to-destination network flow with path preferences and velocity controls: a mean field game-like approach ⋮ The second order of ADS for reverse parabolic boundary value problem with integral condition ⋮ Mean Field Control and Mean Field Game Models with Several Populations ⋮ Time-Dependent Mean-Field Games in the Subquadratic Case ⋮ Approximations of two-dimensional mean field games with nonsymmetric controls ⋮ A semi-Lagrangian scheme for a degenerate second order mean field game system

Cites Work

This page was built for publication: COMPUTATION OF MEAN FIELD EQUILIBRIA IN ECONOMICS