期刊
COMPTES RENDUS MATHEMATIQUE
卷 343, 期 9, 页码 619-625出版社
ELSEVIER FRANCE-EDITIONS SCIENTIFIQUES MEDICALES ELSEVIER
DOI: 10.1016/j.crma.2006.09.019
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Mean field games. I - The stationary case. We introduce here a general approach to model games with a large number of players. More precisely, we consider N players Nash equilibria for long term stochastic problems and establish rigorously the 'mean field' type equations as N goes to infinity. We also prove general uniqueness results and determine the deterministic limit.
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