COMPUTATION OF MEAN FIELD EQUILIBRIA IN ECONOMICS

DOI10.1142/S0218202510004349zbMath1193.91018OpenAlexW2023042366MaRDI QIDQ3560032

Julien Salomon, Aimé Lachapelle, Gabriel Turinici

Publication date: 19 May 2010

Published in: Mathematical Models and Methods in Applied Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0218202510004349

zbMATH Keywords

Hamilton-Jacobi-Bellman equation Kolmogorov equation mean field games

Mathematics Subject Classification ID

Optimality conditions for problems involving partial differential equations (49K20) Multivariable systems, multidimensional control systems (93C35) Games with infinitely many players (91A07) Stochastic games, stochastic differential games (91A15) Stochastic quantization (81S20) Hamilton-Jacobi theories (49L99)

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