MEAN FIELD GAMES EQUATIONS WITH QUADRATIC HAMILTONIAN: A SPECIFIC APPROACH
نویسندگان
چکیده
منابع مشابه
Mean field games equations with quadratic Hamiltonian: a specific approach
Mean field games models describing the limit of a large class of stochastic differential games, as the number of players goes to +∞, have been introduced by J.-M. Lasry and P.-L. Lions in [11, 12, 13]. We use a change of variables to transform the mean field games (MFG) equations into a system of simpler coupled partial differential equations, in the case of a quadratic Hamiltonian. This system...
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ژورنال
عنوان ژورنال: Mathematical Models and Methods in Applied Sciences
سال: 2012
ISSN: 0218-2025,1793-6314
DOI: 10.1142/s0218202512500224