Time-Dependent Mean-Field Games with Logarithmic Nonlinearities
نویسندگان
چکیده
منابع مشابه
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Mean Field Games models, as developed by J.-M. Lasry and P.-L. Lions, describe, roughly speaking, situations with large number of identical agents taking into account in their strategies the mass of the other co-players. Such model gives rise to a coupled system of PDEs, namely a viscous Hamilton-Jacobi equation for the value function of the average player coupled with a Fokker-Planck equation ...
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ژورنال
عنوان ژورنال: SIAM Journal on Mathematical Analysis
سال: 2015
ISSN: 0036-1410,1095-7154
DOI: 10.1137/140984622