A probabilistic weak formulation of mean field games and applications

Keyphrases

• Weak Formulation 100%
• Mean Field Games 100%
• Stochastic Optimal Control 50%
• Nearest Neighbor 50%
• Control Process 50%
• Equilibrium Existence 50%
• Existence Results 50%
• Uniqueness Results 50%
• Multi-agent 50%
• Mean-field Interaction 50%
• Neighbor Effects 50%
• Flocking Model 50%
• Impact Model 50%
• Price Impact 50%
• Distributed Strategy 50%
• Equlibria 50%

Mathematics

• Weak Formulation 100%
• Nearest Neighbor 50%
• Optimal Control Theory 50%
• Stochastics 50%
• Approximates 50%
• Existence Result 50%
• Uniqueness Result 50%
• State Variable 50%

Economics, Econometrics and Finance

• Optimal Control 100%