The convergence problem in mean field games with local coupling
From MaRDI portal
Publication:1678482
DOI10.1007/s00245-017-9434-0zbMath1431.49043arXiv1610.06410OpenAlexW3105121020MaRDI QIDQ1678482
Publication date: 17 November 2017
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1610.06410
Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Hamilton-Jacobi equations (35F21)
Related Items
Well-posedness of mean field games master equations involving non-separable local Hamiltonians, Backward propagation of chaos, Bismut formula for Lions derivative of distribution-path dependent SDEs, On the convergence of closed-loop Nash equilibria to the mean field game limit, Convergence of Large Population Games to Mean Field Games with Interaction Through the Controls, An example of multiple mean field limits in ergodic differential games, Multiscale control of Stackelberg games, \(N\)-player games and mean field games of moderate interactions, Closed-loop convergence for mean field games with common noise, The Convergence Problem in Mean Field Games with Neumann Boundary Conditions, The Dyson and Coulomb games, Approximation of \(N\)-player stochastic games with singular controls by mean field games, Geometry of sample spaces, Differential Games, Sharp semi-concavity in a non-autonomous control problem and \(L^p\) estimates in an optimal-exit MFG, Mean field games: the master equation and the mean field limit, Minimal-time mean field games, Bismut formula for Lions derivative of distribution dependent SDEs and applications, Regularity and Sensitivity for McKean-Vlasov Type SPDEs Generated by Stable-like Processes, Finite Dimensional Approximations of Hamilton--Jacobi--Bellman Equations in Spaces of Probability Measures, Recent Developments in Controlled Crowd Dynamics, Multi-population mean field games systems with Neumann boundary conditions
Cites Work
- On the rate of convergence in Wasserstein distance of the empirical measure
- Existence of a solution to an equation arising from the theory of mean field games
- A general characterization of the mean field limit for stochastic differential games
- Mean field games. I: The stationary case
- Mean field games. II: Finite horizon and optimal control
- Mean field games
- Weak solutions to Fokker-Planck equations and mean field games
- Mean-field stochastic differential equations and associated PDEs
- An invariance principle in large population stochastic dynamic games
- Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
- The derivation of ergodic mean field game equations for several populations of players
- Regularity Theory for Mean-Field Game Systems
- Probabilistic Analysis of Mean-Field Games
- The Master Equation and the Convergence Problem in Mean Field Games
- The NCE (Mean Field) Principle With Locality Dependent Cost Interactions
- A Probabilistic Approach to Classical Solutions of the Master Equation for Large Population Equilibria
- Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria
