An introductory note to mean field games. Theory and some applications
Una nota introductoria a los juegos de campo medio. Teoría y algunas aplicaciones
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Abstract
The fundamental concepts of mean field game theory are presented in a simple way, showing that this can be seen as an ingenious coupling between the Hamilton-Jacobi-Bellman and Fokker-Planck-Kolmogorov equations for the treatment of complex systems with a number of very large agents. The concept of equilibrium for this type of games and some applications of this theory in different fields are also presented.
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