| 书目名称 | Mean Field Games and Mean Field Type Control Theory | | 编辑 | Alain Bensoussan,Jens Frehse,Phillip Yam | | 视频video | | | 概述 | This is the first contribution of this work to present a unified approach for both problems, using either HJB and FP coupled equations or stochastic maximum principle.Subject matter is interesting and | | 丛书名称 | SpringerBriefs in Mathematics | | 图书封面 |  | | 描述 | Mean field games and Mean field type control introduce new problems in Control Theory. The terminology “games” may be confusing. In fact they are control problems, in the sense that one is interested in a single decision maker, whom we can call the representative agent. However, these problems are not standard, since both the evolution of the state and the objective functional is influenced but terms which are not directly related to the state or the control of the decision maker. They are however, indirectly related to him, in the sense that they model a very large community of agents similar to the representative agent. All the agents behave similarly and impact the representative agent. However, because of the large number an aggregation effect takes place. The interesting consequence is that the impact of the community can be modeled by a mean field term, but when this is done, the problem is reduced to a control problem. | | 出版日期 | Book 2013 | | 关键词 | Differential Games; Dynamic Programming; Mean Field Games; Mean Field type control; Nash equilibrium; Sto | | 版次 | 1 | | doi | https://doi.org/10.1007/978-1-4614-8508-7 | | isbn_softcover | 978-1-4614-8507-0 | | isbn_ebook | 978-1-4614-8508-7Series ISSN 2191-8198 Series E-ISSN 2191-8201 | | issn_series | 2191-8198 | | copyright | Alain Bensoussan, Jens Frehse, Phillip Yam 2013 |
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发表于 2025-3-21 16:34:22
