Mean field games. I - The stationary case;Jeux à champ moyen. I - Le cas stationnaire

Comptes Rendus Mathematique

Volumn 343, Issue 9, 2006, Pages 619-625

  Lasry, Jean Michel ^a   Lions, Pierre Louis ^a,b  

^a UNIVERSITÉ PARIS DAUPHINE   (France)

^b l'alimentation et l'Environnement   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33750627999     PISSN: 1631073X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.crma.2006.09.019     Document Type: Article

References (5)

1. Aumann R. Markets with a continuum of trackers. Econometrica 32 (1964) 39-50
2. Bensoussan A., and Frehse J. Nonlinear elliptic systems in stochastic game theory. J. Reine Angew. Math. 350 (1984) 23-67
3. Bensoussan A., and Frehse J. Ergodic Bellman systems for stochastic games in arbitrary dimension. Proc. Roy. Soc. Edin. A 449 (1995) 65-77
4. G. Carmona, Nash equilibria of games with a continuum of players, Reprint, 2004
5. Lasry J.-M., and Lions P.-L. Towards a self-consistent theory of volatility. J. Math. Pures Appl. (2006)