Mean Field Games and Applications

By Olivier Guéant, Pierre-Louis Lions, Jean-Michel Lasry. 2011

684 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Geometry and Topology

View Paper: https://www.semanticscholar.org/paper/28f9531e34327687addaafd335eba3813c72038d

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Citations in the corpus

Existence of a solution to an equation arising from the theory of Mean Field Games (2015, neutral): “We refer the readers to [9, 12, 22, 29, 32] for several excellent surveys on the theory of MFG and its extensions.”
Deep Mean Field Games for Learning Optimal Behavior Policy of Large Populations (2017, background): “Gu´eant et al. (2011) provided a survey of MFG models and discussed various applications in continuous time and space, such as a model of population distribution that informed the choice of application in our work.”
Nonlinear elliptic systems and mean-field games (2016, methodology): “For a general presentations of Mean-Field Games and their applications we refer to the lecture notes by Guéant, Lasry, and Lions [40] and Cardaliaguet [22], the survey paper [39] and the very recent books [35,37] by Gomes and collaborators.”
Many-player games of optimal consumption and investment under relative performance criteria (2019, background): “See [4, 6, 16, 21, 29] for some notable exceptions and the book [7] for further background on the active area of mean field games.”
Ultra-dense edge caching under spatio-temporal demand and network dynamics (2017, background): “• The unique mean-field equilibrium (MFE) [11] is verified by numerical evaluation (Fig.”
A review of the mean field limits for Vlasov equations (2014, background): “• Mean Field games: Deterministic or stochastic systems coupled through the optimization of an averaged utility; see for instance [81], [115].”
Derivation of Hartree's theory for generic mean-field Bose systems (2013, background): “The result is the quantum equivalent of the famous Hewitt-Savage theorem for classical systems [14, 15, 19, 30, 18, 48].”
Time dependent mean-field games in the superquadratic case (2013, result): “For additional results, see also recent surveys in [1,7,42], or [23] and the references therein, and the College de France lectures by Lions [43, 44].”
Risk-sensitive mean field stochastic differential games (2011, background): “…et al. (2005); Adlakha et al. (2008); Tembine et al. (2009); Tembine (2011), mean-field stochastic differential games Lasry and Lions (2007); Guéant et al. (2010); Tembine et al. (2010) have been of risk-neutral type where the cost (or payoff, utility) functions to be minimized (or to be…”