\(N\)-player games and mean-field games with absorption (Q1617124)

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

    Statements

    title
    \(N\)-player games and mean-field games with absorption (English)
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    author
    R. Smith
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    publication date
    7 November 2018
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    zbMATH Keywords
    mean-field game
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    Nash equilibrium
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    McKean-Vlasov limit
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    absorbing boundary
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    weak convergence
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    martingale problem
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    optimal control
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    cites work
    Q5386174
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    Q4269108
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    Q4086303
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    Q4002114
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    Q3910361
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    Q2703816
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    Q5562267
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    Mean field games
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    Q4895007
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    Q4492756
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    Q3358031
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    Identifiers

    DOI
    10.1214/17-AAP1354
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    Mathematics Subject Classification ID
    91A23
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    91A06
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    91A15
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    49N70
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    60K35
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    60B10
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    zbMATH DE Number
    6974749
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    arXiv ID
    1612.03816
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    OpenAlex ID
    W2563366900
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