Mean field games. II: Finite horizon and optimal control

DOI10.1016/j.crma.2006.09.018zbMath1153.91010OpenAlexW2057470999WikidataQ56484403 ScholiaQ56484403MaRDI QIDQ869474

Pierre-Louis Lions, Jean-Michel Lasry

Publication date: 2 March 2007

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.2006.09.018

Mathematics Subject Classification ID

Noncooperative games (91A10) Nonlinear parabolic equations (35K55) Games with infinitely many players (91A07) Optimal stochastic control (93E20) Stochastic games, stochastic differential games (91A15) Existence of optimal solutions to problems involving randomness (49J55)

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