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Appears in collection : Distributed Control: Decentralization and Incentives / Contrôle Distribué: Décentralisation et Incitations

The lecture is a short presentation of the theory of Mean Field Games (MFG) and Mean Field Control (MFC). After explaining how to derive these models from optimal control problems and games with a large number of players, we will describe the basic results of MFG (existence, uniqueness of the solution) and MFC, writing in the later case the associated infinite dimensional Hamilton-Jacobi equation and the optimality conditions.

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Citation data

  • DOI 10.24350/CIRM.V.19767703
  • Cite this video Cardaliaguet, Pierre (14/06/2021). Mean Field Games - lecture 2. CIRM. Audiovisual resource. DOI: 10.24350/CIRM.V.19767703
  • URL https://dx.doi.org/10.24350/CIRM.V.19767703

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