Mean Field Control and Mean Field Game Models with Several Populations
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Publication:4644815
zbMath1406.35416arXiv1810.00783MaRDI QIDQ4644815
Tao Huang, Mathieu Laurière, Alain Bensoussan
Publication date: 9 January 2019
Full work available at URL: https://arxiv.org/abs/1810.00783
Hamilton-Jacobi-Bellman equationmaster equationmean field gameslinear quadratic problemsmean field type control problems
Games with infinitely many players (91A07) Existence problems for PDEs: global existence, local existence, non-existence (35A01) Perturbations in context of PDEs (35B20) Second-order parabolic systems (35K40) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Hamilton-Jacobi equations (35F21) PDEs in connection with control and optimization (35Q93)
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