期刊
COMPTES RENDUS MATHEMATIQUE
卷 343, 期 10, 页码 679-684出版社
ELSEVIER FRANCE-EDITIONS SCIENTIFIQUES MEDICALES ELSEVIER
DOI: 10.1016/j.crma.2006.09.018
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We continue in this Note our study of the notion of mean field games that we introduced in a previous Note. We consider here the case of Nash equilibria for stochastic control type problems in finite horizon. We present general existence and uniqueness results for the partial differential equations systems that we introduce. We also give a possible interpretation of these systems in term of optimal control.
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