Finally, we discuss in details two applications of mean field games to the study of crowd motion and to macroeconomics, a comparison with mean field type control, and present numerical simulations.doi:10.1007/978-3-030-59837-2_4Achdou, Yves...
Mean Field Games and Applications Olivier Guéant, Jean-Michel Lasry, and Pierre-Louis Lions About this text: This text is inspired from a “Cours Bachelier” held in January 2009 and taught by Jean-Michel Lasry. This course was based upon the articles of the three authors and upon unpublish...
o Guéant, Olivier, Jean-Michel Lasry, and Pierre-Louis Lions. "Mean field games and applications."Paris-Princeton lectures on mathematical finance 2010. Springer, Berlin, Heidelberg, 2011. 205-266. oYang,Jiachen, et al. “Learning deep mean field games for modeling large population behavior.”...
Mean Field FBSDEs, Control, and Games Book ©2018 Overview Authors: René Carmona, François Delarue First comprehensive presentation of state of the art theory of mean field games with special emphasis on the probabilistic approach Numerous applications with explicit examples including numerical solut...
We consider both finite- and infinite-horizon discounted mean-field games where there is a large population of homogeneous players sequentially making stra
Mean field games Jpn. J. Math. (2007) HuangM. et al. Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle Commun. Inf. Syst. (2006) AchdouY. et al. Mean field games and applications: numerical aspects LaurièreM. Numerica...
Probability Theory and Stochastic Modelling(共40册),这套丛书还有 《Probability on Compact Lie Groups》《Pseudo-Regularly Varying Functions and Generalized Renewal Processes》《Risk and Insurance: A Graduate Text》《Methods of Mathematical Finance》《Foundations of Modern Probability》等。 我来说两句 短评...
A probabilistic weak formulation of mean field games and applications Ann. Appl. Probab. (2015) There are more references available in the full text version of this article. Cited by (272) Mean-field stochastic differential equations and associated PDES 2017, Annals of Probability Mean field games...
这套丛书还有 《Limit Theorems for Multi-Indexed Sums of Random Variables》《Stochastic Optimal Control in Infinite Dimension》《Backward Stochastic Differential Equations》《Pseudo-Regularly Varying Functions and Generalized Renewal Processes》《Probabilistic Theory of Mean Field Games with Applications II》等...
Guéant O, Lasry J-M, Lions P-L (2011) Mean field games and applications. In: Carmona R, Çınlar E, Ekeland I, Jouini E, Scheinkman JA, Touzi N (eds) Paris-Princeton lectures on mathematical finance 2010. Springer, Berlin, pp 205–266 Chapter Google Scholar Gutierrez GJ, He...