返回Google圖書搜尋

Théorie Des Jeux À Champ Moyen Et Applications Économiques

其他書名	Second Sujet : Taux D'escompte Et Développement Durable
出版	2019
URL	http://books.google.com.hk/books?id=uWMk0AEACAAJ&hl=&source=gbs_api

註釋Introduced by J.-M. Lasry and P.-L. Lions, mean field games simplify models of economic interactions, using an approach inspired from physics. Economic applications are presented concerning labor market ecoomics, portfolio management, population(s) distribution issues and growth theory. The models use different types of mean field games, either static or dynamic, with either a discrete or a continuous state space, either in a deterministic or in a stochastic setting. Several stability notions are discussed and eductive stability plays an important part since numerical methods are inspired from this stability notion. We indeed present numerical methods to solve mean field games for both stationary and dynamic problems and eductive stability allows us to circumvent the difficulty linked to the forward/backward structure. After the chapters on mean field games, we deal with the issue regarding the right discount rate to be used for sustainable development projects. We discuss the notion of ecological discount rate introduced by R. Guesnerie and exhibit new continuity properties for the non-asymptotic rates.