Strategic advantages in mean field games with a major player
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Publication:784342
DOI10.5802/crmath.1zbMath1445.91002arXiv2002.07034OpenAlexW3006477002MaRDI QIDQ784342
Jean-Michel Lasry, Charles Bertucci, Pierre-Louis Lions
Publication date: 3 August 2020
Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2002.07034
Stopping times; optimal stopping problems; gambling theory (60G40) Games of timing (91A55) Mean field games (aspects of game theory) (91A16)
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Cites Work
- Mean field games with a dominating player
- Mean field games
- Optimal stopping in mean field games, an obstacle problem approach
- Mean-field games with a major player
- Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
- Probabilistic Theory of Mean Field Games with Applications I
- Some remarks on mean field games