Mean-field games

A Two-Point Boundary Value Formulation of a Class of Multi-Population Mean-Field Games

We consider a multi-agent system consisting of several populations. The interaction between large populations of agents seeking to regulate their state on the basis of the distribution of the neighboring populations is studied. Examples of such interactions can typically be found in social networks and opinion dynamics, where heterogeneous agents or clusters are present and decisions are influenced by individual objectives as well as by global factors.

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