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

DOI10.1214/17-AAP1354zbMath1420.91020arXiv1612.03816OpenAlexW2563366900MaRDI QIDQ1617124

R. Smith

Publication date: 7 November 2018

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1612.03816

zbMATH Keywords

optimal controlweak convergenceNash equilibriummartingale problemmean-field gameMcKean-Vlasov limitabsorbing boundary

Mathematics Subject Classification ID

Differential games and control (49N70) Differential games (aspects of game theory) (91A23) (n)-person games, (n>2) (91A06) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stochastic games, stochastic differential games (91A15) Convergence of probability measures (60B10)

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