Mean Field Games Models—A Brief Survey

By Diogo A. Gomes, João Saúde. Dynamic Games and Applications, 2013

402 citations recorded by the source corpus.

Subfields: Applied Mathematics, Finance, Mathematical Physics

View Paper: https://www.semanticscholar.org/paper/e20a3079e5463450c2d8893549121859d146fad1

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Citations in the corpus

Mean field game of controls and an application to trade crowding (2016, background): “In this section we discuss a general existence result for a Mean Field Game of Control (or, in the terminology of [Gomes et al., 2014], an Extended Mean Field Game).”
On non-uniqueness and uniqueness of solutions in finite-horizon Mean Field Games (2017, neutral): “General presentations of the ﬁeld are [10, 26, 27], and many applications are analysed in [24, 30].”
Stationary focusing mean-field games (2016, background): “For a description and up-to-date developments on MFG we refer the reader to [3, 17, 6, 30].”
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.”
Weak Solutions to Fokker–Planck Equations and Mean Field Games (2015, background): “In fact, similar results were proved for mean field games, assuming either a not too fast growing cost function F or a not too fast growing Hamiltonian H, see [33], [21], [23].”
A general characterization of the mean field limit for stochastic differential games (2014, background): “to the surveys [7,18] and the recent book [4] for a wealth of well-posedness results and for further discussion of MFG theory in general.”
Finite Mean Field Games: Fictitious play and convergence to a first order continuous mean field game (2018, background): “Lions [24] and to [9, 18, 17, 16] for surveys on the theory and its applications.”
Existence for stationary mean-field games with congestion and quadratic Hamiltonians (2015, background): “Introduction The seminal papers [14–19] on mean-field games have inspired research efforts in the field (for instance, see the recent surveys [2,3,11,20] and the references therein).”