Mean field games and mean field type control theory
Mean field games and Mean field type control introduce new problems in Control Theory. The terminology games may be confusing. In fact they are control problems, in the sense that one is interested in a single decision maker, whom we can call the representative agent. However, these problems are not...
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| Auteurs principaux: | , , |
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| Format: | Livre numérique |
| Langue: | Anglais |
| Publié: |
New York, NY :
Springer New York
2013.
Cham : Springer Nature |
| Collection: | SpringerBriefs in Mathematics
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| Accès en ligne: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Note: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Mean Field Games and Mean Field Type Control Theory, Texte imprimé, 9781461485094 • Mean Field Games and Mean Field Type Control Theory, Alain Bensoussan, Jens Frehse, Phillip Yam, 2013, New York, Springer, 1 vol. (X-128 p.), SpringerBriefs in Mathematics, 978-1-4614-8507-0 |
| Résumé: | Mean field games and Mean field type control introduce new problems in Control Theory. The terminology games may be confusing. In fact they are control problems, in the sense that one is interested in a single decision maker, whom we can call the representative agent. However, these problems are not standard, since both the evolution of the state and the objective functional is influenced but terms which are not directly related to the state or the control of the decision maker. They are however, indirectly related to him, in the sense that they model a very large community of agents similar to the representative agent. All the agents behave similarly and impact the representative agent. However, because of the large number an aggregation effect takes place. The interesting consequence is that the impact of the community can be modeled by a mean field term, but when this is done, the problem is reduced to a control problem. . |
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| Description: | Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| ISBN: | 9781461485087 |
| ISSN: | 2191-8201 |
| Accès: | Accès en ligne pour les établissements français bénéficiaires des licences nationales Accès soumis à abonnement pour tout autre établissement Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. chttps://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 |