\(N\)-player games and mean-field games with absorption

DOI10.1214/17-AAP1354zbMath1420.91020arXiv1612.03816OpenAlexW2563366900MaRDI QIDQ1617124

R. Smith

Publication date: 7 November 2018

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1612.03816

zbMATH Keywords

optimal controlweak convergenceNash equilibriummartingale problemmean-field gameMcKean-Vlasov limitabsorbing boundary

Mathematics Subject Classification ID

Differential games and control (49N70) Differential games (aspects of game theory) (91A23) (n)-person games, (n>2) (91A06) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stochastic games, stochastic differential games (91A15) Convergence of probability measures (60B10)

Related Items (25)

Extended Mean Field Games with Singular Controls ⋮ Optimal stopping in mean field games, an obstacle problem approach ⋮ A Maximum Principle Approach to a Deterministic Mean Field Game of Control with Absorption ⋮ On a strong form of propagation of chaos for McKean-Vlasov equations ⋮ The density evolution of the killed McKean–Vlasov process ⋮ Discrete-time ergodic mean-field games with average reward on compact spaces ⋮ An example of multiple mean field limits in ergodic differential games ⋮ Convergence to the mean field game limit: a case study ⋮ Uniqueness for nonlinear Fokker-Planck equations and for McKean-Vlasov SDEs: the degenerate case ⋮ Linear programming fictitious play algorithm for mean field games with optimal stopping and absorption ⋮ Mean field games with absorption and common noise with a model of bank run ⋮ Mean field games with branching ⋮ The Dyson and Coulomb games ⋮ A unified approach to linear-quadratic-Gaussian mean-field team: homogeneity, heterogeneity and quasi-exchangeability ⋮ An introduction to mean field game theory ⋮ Continuous-time mean field games with finite state space and common noise ⋮ Deterministic asymmetric-cost differential games for energy production with production bounds ⋮ Well-posedness and regularity for distribution dependent SPDEs with singular drifts ⋮ McKean-Vlasov SDEs with drifts discontinuous under Wasserstein distance ⋮ Weak existence and uniqueness for McKean-Vlasov SDEs with common noise ⋮ Dynamic contagion in a banking system with births and defaults ⋮ Control and optimal stopping mean field games: a linear programming approach ⋮ \(N\)-player games and mean-field games with smooth dependence on past absorptions ⋮ The Fleming-Viot process with McKean-Vlasov dynamics ⋮ Finite State Mean Field Games with Wright–Fisher Common Noise as Limits ofN-Player Weighted Games

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