Restoring uniqueness to mean-field games by randomizing the equilibria (Q2303975)

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Restoring uniqueness to mean-field games by randomizing the equilibria
scientific article

    Statements

    title
    Restoring uniqueness to mean-field games by randomizing the equilibria (English)
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    author
    François Delarue
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    publication date
    6 March 2020
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    Mathematics Subject Classification ID
    60H10
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    60H15
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    91A07
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    91A15
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    60H30
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    zbMATH DE Number
    7177580
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    zbMATH Keywords
    mean-field game
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    common noise
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    restoration of uniqueness
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    SPDE
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    forward-backward system
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    \(N\)-player game
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    OpenAlex ID
    W2963859934
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    arXiv ID
    1804.03561
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    cites work
    Q5467644
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    Q4032143
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    Mean field games
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    Q3868552
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    Q4805362
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    Optimal Transport
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    Q4255599
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    Q3836497
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    Wikidata QID
    Q128265289
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