Introduction to Mean Field Games and Mean-Field-Type Games

Reginald A. Banez, Lixin Li, Chungang Yang, Zhu Han

科研成果: 书/报告/会议事项章节章节同行评审

摘要

The calculation of the solution or Nash equilibrium of a differential game with N players involves solving N coupled HJB equations simultaneously. It becomes more complicated as N becomes larger due to increased interactions and coupling among the players. Consequently, mean field game (MFG) has been proposed by Lasry and Lions to reformulate a differential game problem. In an MFG, the aggregate effect of all the players is considered rather than the individual effect of each player. MFGs have been applied in many applications in economics and engineering in which the number of players is large and when the players are indistinguishable yet can have heterogeneous states.

源语言英语
主期刊名Wireless Networks (United Kingdom)
出版商Springer Science and Business Media B.V.
23-60
页数38
DOI
出版状态已出版 - 2021

出版系列

姓名Wireless Networks (United Kingdom)
ISSN(印刷版)2366-1186
ISSN(电子版)2366-1445

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