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memoria.pdf (276.74 KB)

Document type

Bachelor thesis

Publication date

2019-01-19

Publication license

cc-by-nc-nd (c) Pau Borrós Cullell, 2019
Please use this identifier to cite or link to this item: https://hdl.handle.net/2445/135192

Jocs de camp mitjà

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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.

Description

Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2018, Director: José Manuel Corcuera Valverde

Subject

Teoria de jocs, Treballs de fi de grau, Jocs no cooperatius (Matemàtica), Optimització matemàtica, Anàlisi estocàstica

Subject (English)

Game theory, Bachelor's theses, Noncooperative games (Mathematics), Mathematical optimization, Stochastic analysis

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Treballs Finals de Grau (TFG) - Matemàtiques

Citation

BORRÓS CULLELL, Pau. Jocs de camp mitjà. [consulted: 12 of August of 2026]. Available at: https://hdl.handle.net/2445/135192

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