Convergence, fluctuations and large deviations for finite state mean field games via the master equation (Q2010489)
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scientific article
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| English | Convergence, fluctuations and large deviations for finite state mean field games via the master equation |
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Convergence, fluctuations and large deviations for finite state mean field games via the master equation (English)
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27 November 2019
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mean field games
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finite state space
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jump Markov processes
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\(N\)-person games
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Nash equilibrium
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master equation
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propagation of chaos
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central limit theorem
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large deviation principle
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0.8766785264015198
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0.8700326085090637
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0.8630791306495667
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0.859285295009613
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0.8485753536224365
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