Mean field games and applications

A Cousin, S Crépey, O Guéant, D Hobson… - Paris-Princeton lectures …, 2011 - Springer
… theory, and to indicate something of its domains of application, we shall in the follow-up
to this course present a series of “toy models”. In other words, as we mentioned above, we …

Mean field games and applications: Numerical aspects

Y Achdou, P Cardaliaguet, F Delarue, A Porretta… - Mean Field Games …, 2020 - Springer
… Since very few mean field games have explicit or semi-explicit … two applications of mean
field games to the study of crowd motion and to macroeconomics, a comparison with mean field

[图书][B] Probabilistic theory of mean field games with applications I-II

R Carmona, F Delarue - 2018 - Springer
… models have a great potential for the quantitative analysis of very important practical
applications, and we show how the technology developed in the second volume of the book can be …

Mean field games models—a brief survey

DA Gomes, J Saúde - Dynamic Games and Applications, 2014 - Springer
mean-field games has grown exponentially, and in this paper we present a brief survey of
mean-field … , we study reduced mean-field games, that is, mean-field games, which are written …

A probabilistic weak formulation of mean field games and applications

R Carmona, D Lacker - 2015 - projecteuclid.org
… (Example 5.9 in Section 5), or on the mean field of the individual’s nearest neighbors (Section …
present two applications which had been touted as models for mean field games, without …

Reinforcement learning for mean field games, with applications to economics

A Angiuli, JP Fouque, M Lauriere - arXiv preprint arXiv:2106.13755, 2021 - cambridge.org
… In §21.2, we introduce the framework of finite horizon mean field games and mean field
mean field accumulation problem in §21.5 and an optimal execution problem for a mean field

[图书][B] PROBABILISTIC THEORY OF MEAN FIELD GAMES WITH APPLICATIONS II: Mean Field Games with Common... Noise and Master Equations

RD CARMONA, F Delarue - 2019 - Springer
mean field game models and their applications. The book is self-contained in nature and
includes original material and applications … Volume II tackles the analysis of mean field games

Robust mean field games

D Bauso, H Tembine, T Başar - Dynamic games and applications, 2016 - Springer
… of the application involving oil production, we show that the dimension of the mean field system
can … The paper also establishes a connection with risk-sensitive mean field games with a …

[PDF][PDF] Learning mean field games: A survey

M Laurière, S Perrin, M Geist… - arXiv preprint arXiv …, 2022 - researchgate.net
… a high level what a Mean Field Game (MFG) is. Intuitively, an MFG is a game with an infinite
… These two settings are typically referred to respectively as MFG and mean field control (MFC…

[PDF][PDF] Notes on mean field games

P Cardaliaguet - 2010 - stem.elearning.unipd.it
… We start the analysis of mean field games with the second order case (ie when ν = 1). If …
mean-field system for a large (but finite) number of players. Then we turn to first order mean field