A reference case for mean field games models
نویسندگان
چکیده
منابع مشابه
Mean-Field Games for Marriage
This article examines mean-field games for marriage. The results support the argument that optimizing the long-term well-being through effort and social feeling state distribution (mean-field) will help to stabilize marriage. However, if the cost of effort is very high, the couple fluctuates in a bad feeling state or the marriage breaks down. We then examine the influence of society on a couple...
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We survey here some recent studies concerning what we call mean-field models by analogy with Statistical Mechanics and Physics. More precisely, we present three examples of our mean-field approach to modelling in Economics and Finance (or other related subjects. . . ). Roughly speaking, we are concerned with situations that involve a very large number of “rational players” with a limited inform...
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In this paper we study a mean field model for discrete time, finite number of states, dynamic games. These models arise in situations that involve a very large number of agents moving from state to state according to certain optimality criteria. The mean field approach for optimal control and differential games (continuous state and time) was introduced by Lasry and Lions [LL06a, LL06b, LL07]. ...
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Mean field type models have been recently introduced and analyzed by Lasry and Lions. They describe a limiting behavior of stochastic differential games as the number of players tends to infinity. Numerical methods for the approximation of such models have been developed by Achdou, Camilli, Capuzzo-Dolcetta, Gueant, and others. Efficient algorithms for such problems require special efforts and ...
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ژورنال
عنوان ژورنال: Journal de Mathématiques Pures et Appliquées
سال: 2009
ISSN: 0021-7824
DOI: 10.1016/j.matpur.2009.04.008