Probabilistic Analysis of Mean-Field Games


The purpose of this paper is to provide a complete probabilistic analysis of a large class of stochastic differential games with mean field interactions. We implement the Mean-Field Game strategy developed analytically by Lasry and Lions in a purely probabilistic framework, relying on tailor-made forms of the stochastic maximum principle. While we assume… (More)
DOI: 10.1137/120883499



Citations per Year

57 Citations

Semantic Scholar estimates that this publication has 57 citations based on the available data.

See our FAQ for additional information.