Mean field games in the weak noise limit : a WKB approach to the Fokker-Planck equation

DOI10.1016/J.PHYSA.2019.01.143OpenAlexW2795722852WikidataQ128450511 ScholiaQ128450511MaRDI QIDQ2158919

Thibault Bonnemain, Denis Ullmo

Publication date: 26 July 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1804.03090

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Cites Work

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• Mean field games. I: The stationary case
• Mean field games. II: Finite horizon and optimal control
• ``Phase diagram of a mean field game
• The Fokker-Planck equation. Methods of solutions and applications.
• Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
• Mean Field Games and Applications
• A Ray Method for the Asymptotic Solution of the Diffusion Equation

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