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Volumn 3, Issue 4, 2013, Pages 523-536

The Derivation of Ergodic Mean Field Game Equations for Several Populations of Players

Author keywords

Ergodic costs; Mean field games; Nash equilibria; Several population of players; Systems of elliptic PDEs

Indexed keywords


EID: 84887513526     PISSN: 21530785     EISSN: 21530793     Source Type: Journal    
DOI: 10.1007/s13235-013-0088-5     Document Type: Article
Times cited : (81)

References (10)
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    • Guéant O, Lasry J-M, Lions P-L (2011) Mean field games and applications. In: Carmona RA et al. (eds) Paris-Princeton lectures on mathematical finance 2010. Lecture notes in math, vol 2003. Springer, Berlin, pp 205-266.
    • (2011) Paris-Princeton Lectures on Mathematical Finance 2010 , vol.2003 , pp. 205-266
    • Guéant, O.1    Lasry, J.-M.2    Lions, P.-L.3
  • 4
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    • Symmetric measures on Cartesian products
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    • Hewitt, E.1    Savage, L.J.2
  • 6
    • 39549087376 scopus 로고    scopus 로고
    • Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
    • Huang M, Caines PE, Malhamé RP (2006) Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle. Commun Inf Syst 6: 221-251.
    • (2006) Commun Inf Syst , vol.6 , pp. 221-251
    • Huang, M.1    Caines, P.E.2    Malhamé, R.P.3
  • 7
    • 34648831837 scopus 로고    scopus 로고
    • Large-population cost-coupled LQG problems with nonuniform agents: individual-mass behavior and decentralized ε{lunate}-Nash equilibria
    • Huang M, Caines PE, Malhamé RP (2007) Large-population cost-coupled LQG problems with nonuniform agents: individual-mass behavior and decentralized ε{lunate}-Nash equilibria. IEEE Trans Autom Control 52: 1560-1571.
    • (2007) IEEE Trans Autom Control , vol.52 , pp. 1560-1571
    • Huang, M.1    Caines, P.E.2    Malhamé, R.P.3
  • 8
    • 33750627999 scopus 로고    scopus 로고
    • Jeux à champ moyen. I. Le cas stationnaire
    • Lasry J-M, Lions P-L (2006) Jeux à champ moyen. I. Le cas stationnaire. C R Acad Sci Paris 343: 619-625.
    • (2006) C R Acad Sci Paris , vol.343 , pp. 619-625
    • Lasry, J.-M.1    Lions, P.-L.2
  • 9
    • 33751077273 scopus 로고    scopus 로고
    • Jeux à champ moyen. II. Horizon fini et contrôle optimal
    • Lasry J-M, Lions P-L (2006) Jeux à champ moyen. II. Horizon fini et contrôle optimal. C R Acad Sci Paris 343: 679-684.
    • (2006) C R Acad Sci Paris , vol.343 , pp. 679-684
    • Lasry, J.-M.1    Lions, P.-L.2
  • 10
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    • Mean field games
    • Lasry J-M, Lions P-L (2007) Mean field games. Jpn J Math 2(1): 229-260.
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    • Lasry, J.-M.1    Lions, P.-L.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.