منابع مشابه
Long time average of mean field games
Mean Field Games models, as developed by J.-M. Lasry and P.-L. Lions, describe, roughly speaking, situations with large number of identical agents taking into account in their strategies the mass of the other co-players. Such model gives rise to a coupled system of PDEs, namely a viscous Hamilton-Jacobi equation for the value function of the average player coupled with a Fokker-Planck equation ...
متن کاملMean Field Games
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...
متن کاملDiscrete mean field games
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]. ...
متن کاملMean-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...
متن کاملBertrand & Cournot Mean Field Games
We study how continuous time Bertrand and Cournot competitions, in which firms producing similar goods compete with one another by setting prices or quantities respectively, can be analyzed as continuum dynamic mean field games. Interactions are of mean field type in the sense that the demand faced by a producer is affected by the others through their average price or quantity. Motivated by ene...
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ژورنال
عنوان ژورنال: Mathematical Models and Methods in Applied Sciences
سال: 2019
ISSN: 0218-2025,1793-6314
DOI: 10.1142/s0218202519500258