Multi-population mean field games systems with Neumann boundary conditions

DOI10.1016/j.matpur.2014.10.013zbMath1320.35347OpenAlexW2065124438MaRDI QIDQ2345420

Marco Cirant

Publication date: 22 May 2015

Published in: Journal de Mathématiques Pures et Appliquées. Neuvième Série (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.matpur.2014.10.013

zbMATH Keywords

Hamilton-Jacobi equationNash equilibriumKolmogorov equationmean field gamesmulti-population modelsergodic stochastic control

Mathematics Subject Classification ID

Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Nonlinear elliptic equations (35J60) A priori estimates in context of PDEs (35B45) Stochastic games, stochastic differential games (91A15) Dynamic games (91A25) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Fokker-Planck equations (35Q84)

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