Mean Field Games and Mean Field Type Control Theory

• Main Authors: Bensoussan, Alain. (Author), Frehse, Jens. (Author), Yam, Phillip. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic
• Language: English
• Published: New York, NY : Springer New York : Imprint: Springer, 2013.
• Series: SpringerBriefs in Mathematics,
• Subjects: Mathematics.; Differential equations, partial.; Systems theory.; Distribution (Probability theory).; Systems Theory, Control.; Probability Theory and Stochastic Processes.; Partial Differential Equations.
• Online Access: https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-1-4614-8508-7

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 n...

Table of Contents:

• Introduction
• General Presentation of Mean Field Control Problems
• Discussion of the Mean Field game
• Discussion of the Mean Field Type Control
• Approximation of Nash Games with a large number of players
• Linear Quadratic Models
• Stationary Problems- Different Populations
• Nash differential games with Mean Field effect.