Computation of mean field equilibria in economics
DOI10.1142/S0218202510004349zbMATH Open1193.91018OpenAlexW2023042366MaRDI QIDQ3560032FDOQ3560032
Authors: Aimé Lachapelle, Julien Salomon, Gabriel Turinici
Publication date: 19 May 2010
Published in: M\(^3\)AS. Mathematical Models \& Methods in Applied Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0218202510004349
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- Numerical study of the stock market crises based on mean field games approach
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- Analysis of finite difference approximations of an optimal control problem in economics
- Value iteration algorithm for mean-field games
- Opinion dynamics in social networks through mean-field games
- Control systems of interacting objects modeled as a game against nature under a mean field approach
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- Modeling and computation of mean field game with compound carbon abatement mechanisms
- Stationary mean field games systems defined on networks
- Time-dependent mean-field games in the superquadratic case
- Rate control under heavy traffic with strategic servers
- Linear quadratic mean field type control and mean field games with common noise, with application to production of an exhaustible resource
- Existence and uniqueness result for mean field games with congestion effect on graphs
- Numerical solution of mean field games problems with turnpike effect
- On the rate of convergence for the mean-field approximation of controlled diffusions with large number of players
- A simple mean field model for social interactions: dynamics, fluctuations, criticality
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