Mean field games and applications
… 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 …
to this course present a series of “toy models”. In other words, as we mentioned above, we …
Mean field games and applications: Numerical aspects
… 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 …
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
… 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 …
applications, and we show how the technology developed in the second volume of the book can be …
Mean field games models—a brief survey
… 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 …
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
… (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 …
present two applications which had been touted as models for mean field games, without …
Reinforcement learning for mean field games, with applications to economics
… 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 …
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 …
includes original material and applications … Volume II tackles the analysis of mean field games …
Robust mean field games
… 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 …
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…
… 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 …
mean-field system for a large (but finite) number of players. Then we turn to first order mean field …
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