Mean Field Games and Mean Field Type Control Theory
Mean field games and Mean field type control introduce new problems in Control Theory. The terminology “games” may be confusing. In fact they are control problems, in the sense that one is interested in a single decision maker, whom we can call the repre
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Alain Bensoussan Jens Frehse Phillip Yam
Mean Field Games and Mean Field Type Control Theory
123
SpringerBriefs in Mathematics
Series Editors Krishnaswami Alladi Nicola Bellomo Michele Benzi Tatsien Li Matthias Neufang Otmar Scherzer Dierk Schleicher Benjamin Steinberg Vladas Sidoravicius Yuri Tschinkel Loring W. Tu G. George Yin Ping Zhang
SpringerBriefs in Mathematics showcases expositions in all areas of mathematics and applied mathematics. Manuscripts presenting new results or a single new result in a classical field, new field, or an emerging topic, applications, or bridges between new results and already published works, are encouraged. The series is intended for mathematicians and applied mathematicians. For further volumes: http://www.springer.com/series/10030
Alain Bensoussan • Jens Frehse • Phillip Yam
Mean Field Games and Mean Field Type Control Theory
123
Alain Bensoussan Naveen Jindal School of Management University of Texas at Dallas Richardson, TX, USA
Jens Frehse Institut für Angewandte Mathematik Universitat Bonn Bonn, Germany
Department of Systems Engineering and Engineering Management City University of Hong Kong Kowloon, Hong Kong SAR Phillip Yam Department of Statistics The Chinese University of Hong Kong Shatin, Hong Kong SAR
ISSN 2191-8198 ISSN 2191-8201 (electronic) ISBN 978-1-4614-8507-0 ISBN 978-1-4614-8508-7 (eBook) DOI 10.1007/978-1-4614-8508-7 Springer New York Heidelberg Dordrecht London Library of Congress Control Number: 2013945868 Mathematics Subject Classification (2010): 49J20, 49N90, 58E25, 91G80, 35Q91, 49N70, 49N90, 91A06, 91A13, 91A18, 91A25, 35R15, 60H30, 35R60, 60H15, 60H30, 91A15, 93E20 © Alain Bensoussan, Jens Frehse, Phillip Yam 2013 This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed. Exempted from this legal reservation are brief excerpts in connection with reviews or scholarly analysis or material supplied specifically for the purpose of being entered and executed on a computer system, for exclusive use by the purchaser of the work. Duplication of this publication or parts thereof is permitted only under the provisions of the Copyright Law of the Publisher’s location, in its current version, and permission for use must always be obtained from Springer. Permissions for use may be obtained through RightsLink at the Copyright Clearance Center. Violations are liable to prosecution under the respective Copyright Law. The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulation
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