 |
|
|
|
| HAL : hal-00346214, version 2 |
| DOI : 10.1142/S0218202510004349 |
| Fiche détaillée |  Récupérer au format |
|
|
| M3AS 20, 4 (2010) 567-588 |
|
|
| Versions disponibles : | v1 (11-12-2008) | v2 (09-06-2009) |
|
|
|
|
| COMPUTATION OF MEAN FIELD EQUILIBRIA IN ECONOMICS |
|
|
| Aimé Lachapelle 1Julien Salomon 1 |
|
|
| Chaire Finance et Développement Durable Collaboration(s) |
|
|
| (2010) |
|
|
|
| Motivated by a mean field games stylized model for the choice of technologies (with externalities and economy of scale), we consider the associated optimization problem and prove an existence result. To complement the theoretical result, we introduce a monotonic algorithm to find the mean field equilibria. We close with some numerical results, including the multiplicity of equilibria describing the possibility of a technological transition. |
|
|
|
|
|
|
|
|
|
|
|
| 1 : | CEntre de REcherches en MAthématiques de la DEcision (CEREMADE) |
|
|
|
CNRS : UMR7534 – Université Paris IX - Paris Dauphine |
|
|
|
|
|
|
|
|
|
| Domaine | : | Mathématiques/Optimisation et contrôle Mathématiques/Equations aux dérivées partielles |
|
|
| mean field games – dynamic equilibrium – externalities – monotonic algorithms – optimal control – non-convex optimization |
|
|
|
| Liste des fichiers attachés à ce document : | |||||
|
|||||
|
|
|
| hal-00346214, version 2 | |
| http://hal.archives-ouvertes.fr/hal-00346214 | |
| oai:hal.archives-ouvertes.fr:hal-00346214 | |
| Contributeur : Aimé Lachapelle | |
| Soumis le : Mardi 9 Juin 2009, 16:36:55 | |
| Dernière modification le : Lundi 30 Avril 2012, 09:06:01 | |
