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20112025
most citedAn analytic approach to the ergodic theory of stochastic variational inequalities

5 citations · 13 across the 16 of their papers we have counts for

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Showing 2015Show all

2 papers · 1 filter

math.AP2015★ 1 cited

Existence and uniqueness of solutions for Bertrand and Cournot mean field games

P. Jameson Graber, Alain Bensoussan

We study a system of partial differential equations used to describe Bertrand and Cournot competition among a continuum of producers of an exhaustible resource. By deriving new a p…

math.OC2015

Control Problem on Space of Random Variables and Master Equation

Alain Bensoussan, Phillip Yam

We study in this paper a control problem in a space of random variables. We show that its Hamilton Jacobi Bellman equation is related to the Master equation in Mean field theory. P…