Please use this identifier to cite or link to this item: http://hdl.handle.net/2445/135192
Title: Jocs de camp mitjà
Author: Borrós Cullell, Pau
Director/Tutor: Corcuera Valverde, José Manuel
Keywords: Teoria de jocs
Treballs de fi de grau
Jocs no cooperatius (Matemàtica)
Optimització matemàtica
Anàlisi estocàstica
Game theory
Bachelor's thesis
Noncooperative games (Mathematics)
Mathematical optimization
Stochastic analysis
Issue Date: 19-Jan-2019
Abstract: [en] Mean Field Games theory allows to find Nash Equilibria for games with a large number of players by analyzing the asymptotic behaviour when N tends to infinity. In the limit, equations simplify and the cost functions can be viewed as functions of an action of a generic player and a probability measure instead of viewed as a function of N actions of the players. In this work we will present this theory and we will show how to solve optimal control problems that we find when we take the limit of the N player games. We will also develop 2 examples of Mean Field Games.
Note: Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2018, Director: José Manuel Corcuera Valverde
URI: http://hdl.handle.net/2445/135192
Appears in Collections:Treballs Finals de Grau (TFG) - Matemàtiques

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