The Master Equation and the Convergence Problem in Mean Field Games

DOI10.1515/9780691193717zbMath1430.91002arXiv1509.02505OpenAlexW4321149741MaRDI QIDQ4558972

Jean-Michel Lasry, François Delarue, Pierre-Louis Lions, Pierre Cardaliaguet

Publication date: 30 November 2018

Full work available at URL: https://arxiv.org/abs/1509.02505

(n)-person games, (n>2) (91A06) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Mean field games (aspects of game theory) (91A16)

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