Mean Field Games and Applications

DOI10.1007/978-3-642-14660-2_3zbMath1205.91027OpenAlexW1808956822MaRDI QIDQ3061147

Pierre-Louis Lions, Olivier Guéant, Jean-Michel Lasry

Publication date: 14 December 2010

Published in: Paris-Princeton Lectures on Mathematical Finance 2010 (Search for Journal in Brave)

Full work available at URL: https://basepub.dauphine.fr/handle/123456789/5789

zbMATH Keywords

Hamilton-Jacobi equationNash equilibriastationary solutionsKolmogorov equationmean field gameseductive stability

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Applications of game theory (91A80) Fundamental topics (basic mathematics, methodology; applicable to economics in general) (91B02) Games with infinitely many players (91A07) Stochastic games, stochastic differential games (91A15) Dynamic games (91A25) Mean field games (aspects of game theory) (91A16)

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