UM6P - Mean Field Games - Part I скачать в хорошем качестве

UM6P - Mean Field Games - Part I

The goal of mean field game theory is to address large systems of weakly interacting rational agents. Each agent (or player) makes decisions to best satisfy an individual cost or reward depending on some aggregate state of all the others. The dynamics of the whole system is hence described in the form of an equilibrium or a compromise between all the players, which may lead to a very heavy problem. The mean field paradigm is then used in order to provide an affordable solution. Mean-field game theory was initiated more fifteen years ago by two groups of researchers, J.M. Lasry and P.L. Lions on the one hand and P. Caines, M. Huang and R. Malhamé on the other hand.