Editorial: First Issue on Mean Field Games

Editorial: First Issue on Mean Field Games Appl Math Optim (2016) 74:455–457 DOI 10.1007/s00245-016-9396-7 1,2 3 Alain Bensoussan · François Delarue Published online: 15 November 2016 © Springer Science+Business Media New York 2016 This special issue of the journal Applied Mathematics and Optimization is the first of a two-part volume dedicated to the recent advances on mean field games and, more generally, on large population stochastic control problems. The topic has been knowing a surge of interest since the pioneering works of Lasry and Lions and of Huang, Caines and Malhamé published 10 years ago. There must be several reasons for explaining such a growing interest, among which the following two ones. First, the concept may be applied to various areas, including economy and finance, but also biology or social sciences... Second, the mathematical analysis raises numerous challenging theoretical questions. Remarkably, the study of mean field games appeal to several topics in mathematics and applied mathematics, such as optimization and game theory, partial differential equations, probability theory, optimal transportation, or scientific computing... Cer- tainly, the fact that the broad of tools involved in the analysis is so wide is another reason why the field has become so popular over the last few years. To wit, the http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Applied Mathematics and Optimization Springer Journals

Editorial: First Issue on Mean Field Games

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Springer US
Copyright © 2016 by Springer Science+Business Media New York
Mathematics; Calculus of Variations and Optimal Control; Optimization; Systems Theory, Control; Theoretical, Mathematical and Computational Physics; Mathematical Methods in Physics; Numerical and Computational Physics, Simulation
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