Mean field control and mean field game models with several populations

Minimax Theory and its Applications

Volumn 3, Issue 2, 2018, Pages 173-209

  Bensoussan, Alain ^a   Huang, Tao ^b   Laurière, Mathieu ^c  

^a UNIVERSITY OF TEXAS AT DALLAS   (United States)

^b WAYNE STATE UNIVERSITY   (United States)

^c Princeton University   (United States)

Author keywords

Hamilton Jacobi Bellman equation; Linear quadratic problems; Master equation; Mean field games; Mean field type control problems

Indexed keywords

EID: 85057994334     PISSN: 21991413     EISSN: 21991421     Source Type: Journal    
DOI: None     Document Type: Article

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