英文标题：
《Applications of Mean Field Games in Financial Engineering and Economic
Theory》
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作者：
Rene Carmona
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最新提交年份：
2020
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英文摘要：
This is an expanded version of the lecture given at the AMS Short Course on Mean Field Games, on January 13, 2020 in Denver CO. The assignment was to discuss applications of Mean Field Games in finance and economics. I need to admit upfront that several of the examples reviewed in this chapter were already discussed in book form. Still, they are here accompanied with discussions of, and references to, works which appeared over the last three years. Moreover, several completely new sections are added to show how recent developments in financial engineering and economics can benefit from being viewed through the lens of the Mean Field Game paradigm. The new financial engineering applications deal with bitcoin mining and the energy markets, while the new economic applications concern models offering a smooth transition between macro-economics and finance, and contract theory.
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中文摘要：
这是2020年1月13日在丹佛市举行的AMS平均场游戏短期课程的扩展版本。该课程的任务是讨论平均场游戏在金融和经济中的应用。我需要预先承认，本章中回顾的几个例子已经以书的形式讨论过了。尽管如此，他们在这里讨论和参考了过去三年中出现的作品。此外，还增加了几个全新的章节，展示金融工程和经济学的最新发展如何从平均场博弈范式的视角中获益。新的金融工程应用涉及比特币开采和能源市场，而新的经济应用涉及宏观经济和金融以及合同理论之间的平稳过渡模型。
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分类信息：

一级分类：Quantitative Finance 数量金融学
二级分类：General Finance 一般财务
分类描述：Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
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一级分类：Economics 经济学
二级分类：Theoretical Economics 理论经济学
分类描述：Includes theoretical contributions to Contract Theory, Decision Theory, Game Theory, General Equilibrium, Growth, Learning and Evolution, Macroeconomics, Market and Mechanism Design, and Social Choice.
包括对契约理论、决策理论、博弈论、一般均衡、增长、学习与进化、宏观经济学、市场与机制设计、社会选择的理论贡献。
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一级分类：Mathematics 数学
二级分类：Probability 概率
分类描述：Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory
概率论与随机过程的理论与应用：例如中心极限定理，大偏差，随机微分方程，统计力学模型，排队论
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