Restoring uniqueness to mean-field games by randomizing the equilibria
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Publication:2303975
DOI10.1007/s40072-019-00135-9zbMath1457.60087arXiv1804.03561OpenAlexW2963859934WikidataQ128265289 ScholiaQ128265289MaRDI QIDQ2303975
Publication date: 6 March 2020
Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1804.03561
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Games with infinitely many players (91A07) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic games, stochastic differential games (91A15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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