Mean field games. I: The stationary case

DOI10.1016/J.CRMA.2006.09.019zbMATH Open1153.91009OpenAlexW2028316825WikidataQ56484404 ScholiaQ56484404MaRDI QIDQ857124FDOQ857124

Authors: P.-L. Lions, J.-M. Lasry 

Publication date: 14 December 2006

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2006.09.019

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Mathematics Subject Classification ID

Noncooperative games (91A10) Nonlinear elliptic equations (35J60) (n)-person games, (n>2) (91A06) Games with infinitely many players (91A07) Stochastic games, stochastic differential games (91A15)

Cites Work

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• Title not available (Why is that?)
• Ergodic Bellman systems for stochastic games in arbitrary dimension
• Towards a self-consistent theory of volatility

Cited In (only showing first 100 items - show all)

• Stochastic graphon games. I: The static case
• Discrete approximation of stationary mean field games
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• Normalized concentrating solutions to nonlinear elliptic problems
• The selection problem for some first-order stationary mean-field games
• Nonlinear elliptic systems with coupled gradient terms
• Some estimates for the planning problem with potential
• Bellman systems with mean field dependent dynamics
• Modeling behavioral social systems
• Global-in-time regularity via duality for congestion-penalized Mean Field Games
• Quantum mean-field games
• \(N\)-player games and mean-field games with absorption
• ``Phase diagram of a mean field game
• Systemic risk and interbank lending
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• Reinforcement learning and stochastic optimisation
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• On the (in)efficiency of MFG equilibria
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• On a class of distribution dependent stochastic differential equations driven by time-changed Brownian motions
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• A Mean Field Competition
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• A primal-dual partial inverse algorithm for constrained monotone inclusions: applications to stochastic programming and mean field games
• A minimax approach to mean field games
• ON A PARABOLIC FREE BOUNDARY EQUATION MODELING PRICE FORMATION
• Mean field games. II: Finite horizon and optimal control
• Mean field games
• Small strong solutions for time-dependent mean field games with local coupling
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• A stochastic Evans-Aronsson problem
• An extended mean field game for storage in smart grids
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• Mean field games with a dominating player
• Robust mean field games
• Finite horizon mean field games on networks
• Modeling a case of herding behavior in a multi-player game
• Computation of mean field equilibria in economics
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• Some recent aspects of differential game theory
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• On a mean field optimal control problem
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• Existence for stationary mean-field games with congestion and quadratic Hamiltonians

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