On Mean Field Games models for exhaustible commodities trade
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Publication:5109182
DOI10.1051/cocv/2019008zbMath1437.35664arXiv1807.10344OpenAlexW2951335678MaRDI QIDQ5109182
Charafeddine Mouzouni, Philip Jameson Graber
Publication date: 11 May 2020
Published in: ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1807.10344
Applications of stochastic analysis (to PDEs, etc.) (60H30) A priori estimates in context of PDEs (35B45) Auctions, bargaining, bidding and selling, and other market models (91B26) Nonlinear initial, boundary and initial-boundary value problems for nonlinear parabolic equations (35K61) PDEs in connection with mean field game theory (35Q89)
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A Maximum Principle Approach to a Deterministic Mean Field Game of Control with Absorption ⋮ Mean field games with monotonous interactions through the law of states and controls of the agents ⋮ On classical solutions to the mean field game system of controls ⋮ Nonlocal Bertrand and Cournot mean field games with general nonlinear demand schedule ⋮ Multipopulation Minimal-Time Mean Field Games ⋮ Parameter sensitivity analysis for mean field games of production ⋮ Equilibrium pricing of securities in the co-presence of cooperative and non-cooperative populations ⋮ An introduction to mean field game theory ⋮ Schauder estimates for a class of potential mean field games of controls ⋮ Weak solutions for potential mean field games of controls ⋮ Master equation for Cournot mean field games of control with absorption
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