Competition with high number of agents and a major one

DOI10.3934/jdg.2016017zbMath1356.35258OpenAlexW2536806404MaRDI QIDQ333785

Valeria De Mattei

Publication date: 31 October 2016

Published in: Journal of Dynamics and Games (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jdg.2016017

zbMATH Keywords

optimizationpartial differential equationsmechanism designprincipalmean field games

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) (n)-person games, (n>2) (91A06) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)

Cites Work

• Stochastic fictitious play with continuous action sets
• Mean field games. I: The stationary case
• Mean field games. II: Finite horizon and optimal control
• Mean field games
• Weak solutions to Fokker-Planck equations and mean field games
• Mean Field Games: Numerical Methods for the Planning Problem
• An Introduction to the Theory of Mechanism Design
• Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
• Unnamed Item
• Unnamed Item