Mean-field games with a major player

DOI10.1016/j.crma.2018.06.001zbMath1410.91048OpenAlexW2809007641MaRDI QIDQ1657938

Jean-Michel Lasry, Pierre-Louis Lions

Publication date: 14 August 2018

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2018.06.001

zbMATH Keywords

mean-field gamesmajor player

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Games with infinitely many players (91A07) Stochastic games, stochastic differential games (91A15)

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Cites Work

• Mean field games with a dominating player
• Mean field games. I: The stationary case
• Mean field games. II: Finite horizon and optimal control
• Mean field games
• Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
• Long time average of first order mean field games and weak KAM theory
• Probabilistic Theory of Mean Field Games with Applications I

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