A reference case for mean field games models (Q843178)

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scientific article; zbMATH DE number 5608860
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    A reference case for mean field games models
    scientific article; zbMATH DE number 5608860

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      A reference case for mean field games models (English)
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      29 September 2009
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      A reference case of mean field games is presented. The resulting equations are of the Hamilton-Jacobi and Kolmogorov types. Some special cases are studied namely quadratic cost and logarithmic utility function. Two stability concepts are studied in the logarithmic utility function case. Some numerical simulations are given.
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      partial differential equations
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      mean field games
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      control theory
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      numerical methods
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