En poursuivant votre navigation sur ce site, vous acceptez l'utilisation d'un simple cookie d'identification. Aucune autre exploitation n'est faite de ce cookie. OK

Documents Carmona, René 1 results

Filter
Select: All / None
Q
Déposez votre fichier ici pour le déplacer vers cet enregistrement.
y

Mean field games with major and minor players - Carmona, René (Author of the conference) | CIRM H

Multi angle

We introduce a new strategy for the solution of Mean Field Games in the presence of major and minor players. This approach is based on a formulation of the fixed point step in spaces of controls. We use it to highlight the differences between open and closed loop problems. We illustrate the implementation of this approach for linear quadratic and finite state space games, and we provide numerical results motivated by applications in biology and cyber-security.[-]
We introduce a new strategy for the solution of Mean Field Games in the presence of major and minor players. This approach is based on a formulation of the fixed point step in spaces of controls. We use it to highlight the differences between open and closed loop problems. We illustrate the implementation of this approach for linear quadratic and finite state space games, and we provide numerical results motivated by applications in biology and ...[+]

93E20 ; 60H10 ; 60K35 ; 49K45

Bookmarks Report an error