Discrete time, finite state space mean field games (Q963015)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discrete time, finite state space mean field games |
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Discrete time, finite state space mean field games (English)
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8 April 2010
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This paper is devoted to the study of a mean field model for a discrete-time dynamic game on a finite state space. The mean field property assumes that only a certain fraction of players is relevant to the global evolution. The main result of the paper proves the exponential convergence to equilibrium for the initial-terminal value problem.
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mean field games
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dynamic games
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initial-terminal value problem
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