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Mean Field Games and Applications: Numerical Aspects · Study

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ChapterMean Field Games and Applications: Numerical Aspects

Yves Achdou2020

OA

Chaptergreen2020

Mean Field Games and Applications: Numerical Aspects

Yves Achdou · Mathieu Laurière

76 citations·0/0 files stored·Lecture notes in mathematics

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Stochastic processes and financial applications Nonlinear Partial Differential Equations Geometric Analysis and Curvature Flows

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Citations in this library

Stored only when both papers are in the corpus — 76 citations exist upstream.

References

1994Uninsured Idiosyncratic Risk and Aggregate Saving 2007Mean field games 1998Income and Wealth Heterogeneity in the Macroeconomy 2006Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle 1993The risk-free rate in heterogeneous-agent incomplete-insurance economies 2006Jeux à champ moyen. I – Le cas stationnaire 2006Jeux à champ moyen. II – Horizon fini et contrôle optimal 2013Mean Field Games and Mean Field Type Control Theory

Cited by

2023Numerical methods for backward stochastic differential equations: A survey

Details

Year2020

Typechapter

Published2020-01-01

VenueLecture notes in mathematics

ISSN-L0075-8434

Languageen

Citations76

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.1007/978-3-030-59837-2_4

openalex_workW3010829033

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