Mean field games: the master equation and the mean field limit
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Publication:513806
DOI10.5802/slsedp.99zbMath1358.35199OpenAlexW2562649997MaRDI QIDQ513806
Publication date: 7 March 2017
Published in: Séminaire Laurent Schwartz. EDP et Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.5802/slsedp.99
Differential games and control (49N70) Differential games (aspects of game theory) (91A23) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Hamilton-Jacobi equations (35F21)
Related Items (6)
Existence of Weak Solutions to Stationary Mean-Field Games through Variational Inequalities ⋮ Global-in-time regularity via duality for congestion-penalized Mean Field Games ⋮ A Mean Field Game of Optimal Stopping ⋮ On the existence of classical solutions for stationary extended mean field games ⋮ On the existence of oscillating solutions in non-monotone mean-field games ⋮ An ergodic problem for Mean Field Games: qualitative properties and numerical simulations
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