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Mathematics - Applications | Mean Field Games and Mean Field Type Control Theory

Mean Field Games and Mean Field Type Control Theory

Bensoussan, Alain, Frehse, Jens, Yam, Phillip

2013, X, 128 p.

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  • ​This is the first contribution of this work to present a unified approach for both problems, using either HJB and FP coupled equations or stochastic maximum principle
  • ​Subject matter is interesting and has received much recent attention
  • Gives an overview of the mean-field game and mean-field type control problems

Content Level » Research

Keywords » Differential Games - Dynamic Programming - Mean Field Games - Mean Field type control - Nash equilibrium - Stochastic Maximum Principle

Related subjects » Applications - Dynamical Systems & Differential Equations - Probability Theory and Stochastic Processes

Table of contents 

​Introduction.- General Presentation of Mean Field Control Problems.- Discussion of the Mean Field game.- Discussion of the Mean Field Type Control.- Approximation of Nash Games with a large number of players.- Linear Quadratic Models.- Stationary Problems- Different Populations.- Nash differential games with Mean Field effect.

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