Discrete time, finite state space mean field games

Journal des Mathematiques Pures et Appliquees

Volumn 93, Issue 3, 2010, Pages 308-328

  Gomes, Diogo A ^a   Mohr, Joana ^b   Souza, Rafael Rigão ^b  

^a INSTITUTO SUPERIOR TÉCNICO   (Portugal)

^b FEDERAL UNIVERSITY OF RIO GRANDE DO SUL   (Brazil)

Author keywords

Discrete time; Finite number of states dynamic games; Initial terminal value problem; Mean field games

Indexed keywords

EID: 77549085949     PISSN: 00217824     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.matpur.2009.10.010     Document Type: Article

References (6)

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2. A. Haurie, J. Krawczyk, An introduction to dynamic games, preprint
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4. Lasry J.-M., and Lions P.-L. Jeux à champ moyen. II. Horizon fini et contrôle optimal. C. R. Math. Acad. Sci. Paris 343 10 (2006) 679-684
5. Lasry J.-M., and Lions P.-L. Mean field games. Jpn. J. Math. 2 1 (2007) 229-260
6. Pedregal P. Introduction to Optimization. Texts in Applied Mathematics vol. 46 (2004), Springer-Verlag, New York