Mean-field games and two-point boundary value problems

@article{Mylvaganam2014MeanfieldGA,
  title={Mean-field games and two-point boundary value problems},
  author={Thulasi Mylvaganam and Dario Bauso and Alessandro Astolfi},
  journal={53rd IEEE Conference on Decision and Control},
  year={2014},
  pages={2722-2727}
}
A large population of agents seeking to regulate their state to values characterized by a low density is considered. The problem is posed as a mean-field game, for which solutions depend on two partial differential equations, namely the Hamilton-Jacobi-Bellman equation and the Fokker-Plank-Kolmogorov equation. The case in which the distribution of agents is… CONTINUE READING