A reference case for mean field games models

被引：73

作者：

Gueant, Olivier ^{[1
]}

机构：

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

来源：

JOURNAL DE MATHEMATIQUES PURES ET APPLIQUEES | 2009年 / 92卷 / 03期

关键词：

Partial differential equations; Mean field games; Control theory; Numerical methods;

D O I：

10.1016/j.matpur.2009.04.008

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this article. we present a reference case of mean field games. This case can be seen as a reference for two main reasons. First, the case is simple enough to allow for explicit resolution: Bellman functions are quadratic, stationary measures are normal and stability can be dealt with explicitly using Hermite polynomials. Second, in spite of its simplicity, the case is rich enough in terms of mathematics to be generalized and to inspire the study of more complex models that may not be as tractable as this one. (C) 2009 Elsevier Masson SAS. All fights reserved.

引用

页码：276 / 294

页数：19