An Introduction to Mean Field Games using probabilistic methods

Vasiliadis, A. (2019). An Introduction to Mean Field Games using probabilistic methods.

Type

Unclassified

Intellectual base

Unclassified

Year

2019

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Cited by

1 citation across 1 artifact.

Domain-specific

• Mean-field game theory
  • A representative-agent Hamilton-Jacobi-Bellman equation is coupled with a forward distribution equation, and equilibrium requires the anticipated mean field to equal the distribution induced by optimal responses.

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