Mean field type models describing the limiting behavior of stochastic differential game problems as the number of players tends to infinity, have been recently introduced by J-M. Lasry and P-L. Lions. They may lead to systems of evolutive partial differential equations coupling a forward Bellman equation and a backward Fokker-Planck equation. Th...
Creator:
Achdou, Yves (Université de Paris VII (Denis Diderot))
Created:
2012-11-12
Contributed By:
University of Minnesota, Institute for Mathematics and its Applications.