Schrödinger Approach to Mean Field Games

Swiecicki, Igor; Gobron, Thierry; Ullmo, Denis

Document type :

Compte-rendu et recension critique d'ouvrage

DOI :

10.1103/PhysRevLett.116.128701

Title :

Schrödinger Approach to Mean Field Games

Author(s) :

Swiecicki, Igor [Auteur]
Laboratoire de Physique Théorique et Modélisation [LPTM - UMR 8089]
Gobron, Thierry [Auteur]
Laboratoire Paul Painlevé - UMR 8524 [LPP]
Ullmo, Denis [Auteur]
Laboratoire de Physique Théorique et Modèles Statistiques [LPTMS]

Journal title :

PHYSICAL REVIEW LETTERS

Publisher :

American Physical Society

Publication date :

2016-03

ISSN :

0031-9007

HAL domain(s) :

Physique [physics]/Physique mathématique [math-ph]

English abstract : [en]

Mean Field Games (MFG) provide a theoretical frame to model socio-economic systems. In this letter, we study a particular class of MFG which shows strong analogies with the {\em non-linear Schr\"odinger and Gross-Pitaevski ...
Show more >Mean Field Games (MFG) provide a theoretical frame to model socio-economic systems. In this letter, we study a particular class of MFG which shows strong analogies with the {\em non-linear Schr\"odinger and Gross-Pitaevski equations} introduced in physics to describe a variety of physical phenomena ranging from deep-water waves to interacting bosons. Using this bridge many results and techniques developed along the years in the latter context can be transferred to the former. As an illustration, we study in some details an example in which the "players" in the mean field game are under a strong incentive to coordinate themselves.Show less >

Language :

Anglais

Popular science :

Non

ANR Project :

Modèles Mathématiques et Economiques de la Dynamique, de l'Incertitude et des Interactions

Collections :

Laboratoire Paul Painlevé - UMR 8524

Source :

Harvested from HAL

Files

1511.00602
Open access
Access the document

Schrödinger Approach to Mean Field Games BibTeX CSV Excel RIS

Files

Schrödinger Approach to Mean Field Games

BibTeX

CSV

Excel

RIS