Stochastic Games for Fuel Follower Problem: $N$ versus Mean Field Game

DOI10.1137/17M1159531zbMath1420.91012arXiv1803.02925MaRDI QIDQ4625002

Renyuan Xu, Xin Guo

Publication date: 20 February 2019

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1803.02925

zbMATH Keywords

viscosity solutionstochastic gamessingular controlsmean field gamesfuel follower problemSkorohkod problem

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) (n)-person games, (n>2) (91A06) Games with infinitely many players (91A07) Optimal stochastic control (93E20) Stochastic games, stochastic differential games (91A15)

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