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hal.structure.identifierCEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
dc.contributor.authorBertucci, Charles
hal.structure.identifierCEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
dc.contributor.authorLasry, Jean-Michel
hal.structure.identifierCEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
dc.contributor.authorLions, Pierre-Louis
dc.date.accessioned2019-02-20T13:15:14Z
dc.date.available2019-02-20T13:15:14Z
dc.date.issued2018
dc.identifier.issn0360-5302
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/18464
dc.language.isoenen
dc.subjectMaster equationen
dc.subjectmean field gamesen
dc.subjectpartial differential equationsen
dc.subject.ddc515en
dc.titleSome remarks on Mean Field Gamesen
dc.typeArticle accepté pour publication ou publié
dc.description.abstractenIn this article, we study three aspects of mean field games (MFG). The first one is the case when the dynamics of each player depend on the strategies of the other players. The second one concerns the modeling of “noise” in discrete space models and the formulation of the Master Equation in this case. Finally, we show how MFG reduce to agent based models when the intertemporal preference rate goes to infinity, i.e. when the anticipation of the players vanishes.en
dc.relation.isversionofjnlnameCommunications in Partial Differential Equations
dc.relation.isversionofjnldate2019
dc.relation.isversionofjnlpages27en
dc.relation.isversionofdoi10.1080/03605302.2018.1542438en
dc.identifier.urlsitehttps://hal.archives-ouvertes.fr/hal-01851626en
dc.relation.isversionofjnlpublisherTaylor & Francisen
dc.subject.ddclabelAnalyseen
dc.relation.forthcomingouien
dc.relation.forthcomingprintouien
dc.description.ssrncandidatenonen
dc.description.halcandidatenonen
dc.description.readershiprechercheen
dc.description.audienceInternationalen
dc.relation.Isversionofjnlpeerreviewedouien
dc.relation.Isversionofjnlpeerreviewedouien
dc.date.updated2019-02-20T13:12:44Z
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