Jeux à champ moyen. I – Le cas stationnaire

Comptes Rendus Mathematique - Tập 343 - Trang 619-625 - 2006
Jean-Michel Lasry1, Pierre-Louis Lions2,3
1Institut de Finance, Université Paris-Dauphine, place du Maréchal de Lattre de Tassigny, 75775 Paris cedex 16, France
2Collège de France, 3, rue d'Ulm, 75005 Paris, France
3Ceremade UMR CNRS 7534, Université Paris-Dauphine, Place du Maréchal De Lattre De Tassigny, 75775 Paris Cedex 16, France

Tài liệu tham khảo

Aumann, 1964, Markets with a continuum of trackers, Econometrica, 32, 39, 10.2307/1913732 Bensoussan, 1984, Nonlinear elliptic systems in stochastic game theory, J. Reine Angew. Math., 350, 23 Bensoussan, 1995, Ergodic Bellman systems for stochastic games in arbitrary dimension, Proc. Roy. Soc. Edin. A, 449, 65, 10.1098/rspa.1995.0032 G. Carmona, Nash equilibria of games with a continuum of players, Reprint, 2004 Lasry, 2006, Towards a self-consistent theory of volatility, J. Math. Pures Appl.