Mean field games. II: Finite horizon and optimal control

DOI10.1016/J.CRMA.2006.09.018zbMATH Open1153.91010OpenAlexW2057470999WikidataQ56484403 ScholiaQ56484403MaRDI QIDQ869474FDOQ869474

Authors: P.-L. Lions, J.-M. 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

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Mathematics Subject Classification ID

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

Cites Work

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