Titlebook: Mean Field Games and Mean Field Type Control Theory; Alain Bensoussan,Jens Frehse,Phillip Yam Book 2013 Alain Bensoussan, Jens Frehse, Phi

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Different Populations,l have several populations. The natural extension to the preceding developments is to obtain mean field equations for each population. A much more challenging situation will be to consider competing populations. This will be addressed in the next chapter.

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General Presentation of Mean Field Control Problems,Consider a probability space . and a filtration . generated by a .-dimensional standard Wiener process .(.). The state space is . with the generic notation . and the control space is . with generic notation ..

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Analytic Techniques,We consider here the system

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978-1-4614-8507-0Alain Bensoussan, Jens Frehse, Phillip Yam 2013

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Alain Bensoussan,Jens Frehse,Phillip Yamard on some of the characters. That may be so, but I hope everyone will agree that the person receiving the most criticism was, justi?ably, me. I tried to be balanced in the storytelling, re?ecting things as they really happened and not as some sanitized everyone-lived-happily-ever-after tale.