Mean field games. II - Finite horizon and optimal control.

被引：571

作者：

Lasry, Jean-Michel

Lions, Pierre-Louis

机构：

[1] Univ Paris 09, Inst France, F-75775 Paris 16, France

[2] Coll France, F-75005 Paris, France

[3] Univ Paris 09, CNRS, CEREMADE, UMR 7534, F-75775 Paris 16, France

来源：

COMPTES RENDUS MATHEMATIQUE | 2006年 / 343卷 / 10期

关键词：

D O I：

10.1016/j.crma.2006.09.018

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

We continue in this Note our study of the notion of mean field games that we introduced in a previous Note. We consider here the case of Nash equilibria for stochastic control type problems in finite horizon. We present general existence and uniqueness results for the partial differential equations systems that we introduce. We also give a possible interpretation of these systems in term of optimal control.

引用

页码：679 / 684

页数：6

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