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book (7)


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Book
Nonlinear elliptic systems in stochastic game theory
Authors: ---
Year: 1982 Publisher: Bonn Universität Bonn. Sonderforschungsbereich 72

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Book
Jeux différentiels stochastiques et systèmes d'équations aux dérivées partielles non linéaires
Authors: ---
Year: 1981 Publisher: Bonn Universität Bonn. Sonderforschungsbereich 72

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Sur la continuité ponctuelle des solutions locales faibles du problème d'obstacle
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Year: 1983 Publisher: Bonn Universität Bonn. Sonderforschungsbereich 72

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Nash point equilibria for variational integrals
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Year: 1983 Publisher: Bonn Universität Bonn. Sonderforschungsbereich 72

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Book
Mean field games and mean field type control theory
Authors: --- ---
ISSN: 21918198 ISBN: 146148507X 1461485088 Year: 2013 Publisher: New York : Springer,

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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. .


Book
A stochastic impulse control problem with quadratic growth Hamiltonian and the corresponding quasi variational inequality
Authors: --- ---
Year: 1981 Publisher: Bonn Universität Bonn. Sonderforschungsbereich 72

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World Congress of Nonlinear Analysts '92
Authors: --- --- --- --- --- et al.
ISBN: 9783110883237 Year: 2011 Publisher: Berlin Boston

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