The convergence problem in mean field games with local coupling

DOI10.1007/s00245-017-9434-0zbMath1431.49043arXiv1610.06410OpenAlexW3105121020MaRDI QIDQ1678482

Pierre Cardaliaguet

Publication date: 17 November 2017

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1610.06410

zbMATH Keywords

differential gamesmean field gamesmean field limit

Mathematics Subject Classification ID

Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Hamilton-Jacobi equations (35F21)

Related Items (22)

Well-posedness of mean field games master equations involving non-separable local Hamiltonians ⋮ Backward propagation of chaos ⋮ Bismut formula for Lions derivative of distribution-path dependent SDEs ⋮ On the convergence of closed-loop Nash equilibria to the mean field game limit ⋮ Convergence of Large Population Games to Mean Field Games with Interaction Through the Controls ⋮ An example of multiple mean field limits in ergodic differential games ⋮ Multiscale control of Stackelberg games ⋮ \(N\)-player games and mean field games of moderate interactions ⋮ Closed-loop convergence for mean field games with common noise ⋮ The Convergence Problem in Mean Field Games with Neumann Boundary Conditions ⋮ The Dyson and Coulomb games ⋮ Approximation of \(N\)-player stochastic games with singular controls by mean field games ⋮ Geometry of sample spaces ⋮ Differential Games ⋮ Sharp semi-concavity in a non-autonomous control problem and \(L^p\) estimates in an optimal-exit MFG ⋮ Mean field games: the master equation and the mean field limit ⋮ Minimal-time mean field games ⋮ Bismut formula for Lions derivative of distribution dependent SDEs and applications ⋮ Regularity and Sensitivity for McKean-Vlasov Type SPDEs Generated by Stable-like Processes ⋮ Finite Dimensional Approximations of Hamilton--Jacobi--Bellman Equations in Spaces of Probability Measures ⋮ Recent Developments in Controlled Crowd Dynamics ⋮ Multi-population mean field games systems with Neumann boundary conditions

Cites Work

• On the rate of convergence in Wasserstein distance of the empirical measure
• Existence of a solution to an equation arising from the theory of mean field games
• A general characterization of the mean field limit for stochastic differential games
• Mean field games. I: The stationary case
• Mean field games. II: Finite horizon and optimal control
• Mean field games
• Weak solutions to Fokker-Planck equations and mean field games
• Mean-field stochastic differential equations and associated PDEs
• An invariance principle in large population stochastic dynamic games
• Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
• The derivation of ergodic mean field game equations for several populations of players
• Regularity Theory for Mean-Field Game Systems
• Probabilistic Analysis of Mean-Field Games
• The Master Equation and the Convergence Problem in Mean Field Games
• The NCE (Mean Field) Principle With Locality Dependent Cost Interactions
• A Probabilistic Approach to Classical Solutions of the Master Equation for Large Population Equilibria
• Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria

This page was built for publication: The convergence problem in mean field games with local coupling