Mean field games

DOI10.1007/s11537-007-0657-8zbMath1156.91321WikidataQ55881630 ScholiaQ55881630MaRDI QIDQ1000340

Jean-Michel Lasry, Pierre-Louis Lions

Publication date: 6 February 2009

Published in: Japanese Journal of Mathematics. 3rd Series (Search for Journal in Brave)

Full work available at URL: https://basepub.dauphine.fr/handle/123456789/2263

Mathematics Subject Classification ID

91A23: Differential games (aspects of game theory)

91G80: Financial applications of other theories

91A15: Stochastic games, stochastic differential games

82B05: Classical equilibrium statistical mechanics (general)

35J99: Elliptic equations and elliptic systems

35K99: Parabolic equations and parabolic systems

91A16: Mean field games (aspects of game theory)