Mean field games: numerical methods and case of risk-averse agents
P Lavigne - 2021 - theses.hal.science
Mean field games (abbreviated MFGs) are both a mathematical theory and a modeling tool.
Developed in 2006 independently by Jean-Michel Lasry and Pierre-Louis Lions and Minyi …
Developed in 2006 independently by Jean-Michel Lasry and Pierre-Louis Lions and Minyi …