Mean field games with a quadratic hamiltonian: A constructive scheme

Annals of the International Society of Dynamic Games

Volumn 12, Issue , 2013, Pages 229-241

  Guéant, Olivier ^a  

^a UNIVERSITÉ PIERRE ET MARIE CURIE   (France)

Author keywords

Forward backward equations; Mean field games; Monotonic schemes

Indexed keywords

EID: 85029527692     PISSN: 24740179     EISSN: 24740187     Source Type: Book Series    
DOI: 10.1007/978-0-8176-8355-9_12     Document Type: Chapter

References (7)

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3. Guéant, O., Lasry, J.M., Lions, P.L.: Mean field games and applications. In: Paris Princeton Lectures on Mathematical Finance (2010)
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5. Lasry, J.-M., Lions, P.-L.: Jeux champ moyen. II. Horizon fini et contrôle optimal. C. R. Acad. Sci. Paris 343(10), 679–684 (2006)
6. Lasry, J.-M., Lions, P.-L.: Mean field games. Jpn. J. Math. 2(1), 229–260 (2007)
7. Lasry, J.-M., Lions, P.-L.: Cours au collège de france: théorie des jeux champs moyens. http://www.college-de-france.fr/default/EN/all/equ der/audio video.jsp. (2008)