Mean-field games with a major player

By Jean-Michel Lasry, Pierre-Louis Lions. Comptes rendus. Mathematique, 2018

61 citations recorded by the source corpus.

Abstract We introduce and study mathematically a new class of mean-field-game systems of equations. This class of equations allows us to model situations involving one major player (or agent) and a “large” group of “small” players.

Subfields: Finance, Mathematical Physics, Modeling and Simulation

View Paper: https://www.semanticscholar.org/paper/d9f953f38f2d469d9f576e4fbd47fb7d7401dc9f

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Alessio Porretta
2. Pierre Cardaliaguet
3. Marco Cirant
4. Edgard A. Pimentel
5. P. J. Graber
6. Daniel Lacker
7. Diogo A. Gomes
8. Martino Bardi

In Mathematical Physics

1. Pierre Cardaliaguet
2. Alessio Porretta
3. Marco Cirant

In Modeling and Simulation

1. Pierre Cardaliaguet
2. Alessio Porretta

Citations in the corpus

• Splitting methods and short time existence for the master equations in mean field games (2020, background): “Concerning the existence of a solution, [15] shows the existence of an equilibrium in short time for the case of a finite state space, [26] proves the existence of a solution to the master equation still in the finite state space framework and notes that the Hilbertian techniques described in [29] c”