Mean Field Games with a Dominating Player
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Control and Optimization
Link
http://link.springer.com/content/pdf/10.1007/s00245-015-9309-1.pdf
Reference22 articles.
1. Bensoussan, A., Sung, K.C.J., Yam, S.C.P., Yung, S.P.: Linear-quadratic mean field games. J. Optim. Theory Appl. (2015, submitted)
2. Bensoussan, A., Frehse, J.: Stochastic games for $$N$$ N players. J. Optim. Theory. Appl. 105(3), 543–565 (2000)
3. Bensoussan, A., Frehse, J.: On diagonal elliptic and parabolic systems with super-quadratic Hamiltonians. Commun. Pure Appl. Anal. 8, 83–94 (2009)
4. Bensoussan, A., Frehse, J., Vogelgesang, J.: Systems of Bellman equations to stochastic differential games with non-compact coupling. Discret. Contin. Dyn. Syst. 27(4), 1375–1389 (2010)
5. Bensoussan, A., Frehse, J., Yam, S.C.P.: Mean Field Games and Mean Field Type Control Theory. Springer, New York (2013)
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