The household behavior modeling based on mean field games approach

DOI10.1134/S1995080221070209zbMath1470.91145OpenAlexW3187943439MaRDI QIDQ2046432

N. V. Trusov, Alexander A. Shananin

Publication date: 18 August 2021

Published in: Lobachevskii Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1995080221070209

zbMATH Keywords

optimal controlnumerical solutionmean field gamesconsumer behaviormodified Ramsey model

Mathematics Subject Classification ID

Applications of game theory (91A80) Applications of stochastic analysis (to PDEs, etc.) (60H30) Consumer behavior, demand theory (91B42) Fokker-Planck equations (35Q84) Mean field games (aspects of game theory) (91A16)

Related Items (4)

Identification of the household behavior modeling based on modified Ramsey model ⋮ On one inverse problem for the Kolmogorov-Fokker-Planck equation ⋮ Mathematical modeling of the household behavior in the labor market ⋮ Mathematical modeling of the consumer loan market in Russia under sanctions

Cites Work

• Unnamed Item
• Mean field games. I: The stationary case
• Mean field games
• Mathematical modeling of household economy in Russia
• Numerical solution of mean field games problems with turnpike effect
• Control synthesis in a modified Ramsey model with a liquidity constraint
• Mean Field Games and Applications
• COMPUTATION OF MEAN FIELD EQUILIBRIA IN ECONOMICS
• The NCE (Mean Field) Principle With Locality Dependent Cost Interactions
• Stochastic differential equations. An introduction with applications.

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