Computation of mean field equilibria in economics

Mathematical Models and Methods in Applied Sciences

Volumn 20, Issue 4, 2010, Pages 567-588

  Lachapelle, Aime ^a   Salomon, Julien ^a   Turinici, Gabriel ^a  

^a UNIVERSITÉ PARIS DAUPHINE   (France)

Author keywords

Dynamic equilibrium; Externalities; Mean field games; Monotonic algorithms; Non convex optimization; Optimal control

Indexed keywords

CONVEX OPTIMIZATION;

DYNAMIC EQUILIBRIA; EXTERNALITIES; MEAN FIELD GAMES; MONOTONIC ALGORITHMS; NONCONVEX OPTIMIZATION; OPTIMAL CONTROLS;

ECONOMICS;

EID: 77951911285     PISSN: 02182025     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0218202510004349     Document Type: Article

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