Mean field games. I - The stationary case.

被引：561

作者：

Lasry, Jean-Michel

Lions, Pierre-Louis

机构：

[1] Univ Paris 09, Inst Finance, F-75775 Paris 16, France

[2] Coll France, F-75005 Paris, France

[3] Univ Paris 09, CNRS, Ceremade UMR 7535, F-75775 Paris 16, France

来源：

COMPTES RENDUS MATHEMATIQUE | 2006年 / 343卷 / 09期

关键词：

D O I：

10.1016/j.crma.2006.09.019

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

Mean field games. I - The stationary case. We introduce here a general approach to model games with a large number of players. More precisely, we consider N players Nash equilibria for long term stochastic problems and establish rigorously the 'mean field' type equations as N goes to infinity. We also prove general uniqueness results and determine the deterministic limit.

引用

页码：619 / 625

页数：7