Socio-economic applications of finite state mean field games

DOI10.1098/rsta.2013.0405zbMath1353.91015arXiv1403.4217OpenAlexW2045039996WikidataQ51028341 ScholiaQ51028341MaRDI QIDQ2955719

Roberto M. Velho, Marie-Therese Wolfram, Diogo Aguiar Gomes

Publication date: 13 January 2017

Published in: Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1403.4217

Mathematics Subject Classification ID

Applications of game theory (91A80) Games with infinitely many players (91A07) Consumer behavior, demand theory (91B42)

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Cites Work

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• Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria

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