Competition with high number of agents and a major one

DOI10.3934/JDG.2016017MaRDI QIDQ333785zbMATHOpenAlexFDO

Authors Valeria De Mattei

Publication date 31 October 2016

Published in Journal of Dynamics and Games (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/jdg.2016017

zbMATH Keywords

optimizationmean field gamespartial differential equationsprincipalmechanism design

Mathematics Subject Classification ID

PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Dynamic programming in optimal control and differential games (49L20) (n)-person games, (n>2) (91A06)

Recommendations

• Mean-field games with a major player
• A Tale of a Principal and Many, Many Agents
• Nonlinear stochastic differential games involving a major player and a large number of collectively acting minor agents
• A Mean Field Competition
• Mean field games. I: The stationary case

Cites work

• scientific article; zbMATH DE number 3664138 (Why is no real title available?)
• An introduction to the theory of mechanism design. With contributions by Daniel Krähmer and Roland Strausz
• Game theory evolving. A problem-centered introduction to modeling strategic interaction
• Mean field games
• Mean field games. I: The stationary case
• Mean field games. II: Finite horizon and optimal control
• Mean field games: numerical methods for the planning problem
• Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
• Stochastic fictitious play with continuous action sets
• Weak solutions to Fokker-Planck equations and mean field games

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