An Alternative Approach to Mean Field Game with Major and Minor Players, and Applications to Herders Impacts

Applied Mathematics and Optimization

Volumn 76, Issue 1, 2017, Pages 5-27

  Carmona, Rene ^a   Wang, Peiqi ^a  

^a Princeton University   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

CONTROL; MATHEMATICAL TECHNIQUES;

CLOSED LOOPS; FIXED POINTS; LINEAR-QUADRATIC MODELS; MEAN FIELD GAMES; OPEN-LOOP; OPTIMIZATION PROBLEMS; SIMPLE MODELING; VLASOV DYNAMICS;

OPTIMIZATION;

EID: 85021722713     PISSN: 00954616     EISSN: 14320606     Source Type: Journal    
DOI: 10.1007/s00245-017-9430-4     Document Type: Article

References (11)

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