Mean Field Games with a Quadratic Hamiltonian: A Constructive Scheme

DOI10.1007/978-0-8176-8355-9_12zbMath1296.91037OpenAlexW115299138MaRDI QIDQ2922580

Olivier Guéant

Publication date: 13 October 2014

Published in: Advances in Dynamic Games (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-0-8176-8355-9_12

zbMATH Keywords

mean field gamesmonotonic schemesforward-backward equations

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Stochastic games, stochastic differential games (91A15)

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