Titlebook: Mean Field Games and Mean Field Type Control Theory; Alain Bensoussan,Jens Frehse,Phillip Yam Book 2013 Alain Bensoussan, Jens Frehse, Phi

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Mean Field Games and Mean Field Type Control Theory

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Introduction,t, mean field games are control problems, in the sense that one is interested in a single decision maker, who we call the representative agent. However, these problems are not standard, since both the evolution of the state and the objective functional are influenced by terms that are not directly r

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The Mean Field Games,has a density with respect to the Lebesgue measure denoted by .(., .), which is the solution of the Fokker–Planck equation . We next want the feedback . to solve a standard control problem, in which . appears as a parameter. We can thus readily associate an HJB equation with this problem, parametriz

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Nash Differential Games with Mean Field Effect,erms influencing both the evolution and the objective functional of this agent. The terminology game comes from the fact that the optimal feedback of the representative agent can be used as an approximation for a Nash equilibrium of a large community of agents that are identical. In Sect. 8.2 we hav

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