A stability property in mean field type differential games
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Publication:1998626
DOI10.1016/J.JMAA.2021.124940zbMATH Open1459.49022arXiv1903.11152OpenAlexW3120237133MaRDI QIDQ1998626FDOQ1998626
Authors: Yuriĭ V. Averbukh 
Publication date: 7 March 2021
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Abstract: The paper is concerned with the feedback approach to the deterministic mean field type differential games. Previously, it was shown that suboptimal strategies in the mean field type differential game can constructed based on functions of time and probability satisfying the stability condition. This property realizes the dynamic programming principle for the constant control of one player. We present the infinitesimal form of this condition involving analogs of the directional derivatives. In particular, we obtain the characterization of the value function of the deterministic mean field type differential game in the terms of directional derivatives and the set of directions feasible by virtue of the dynamics of the game.
Full work available at URL: https://arxiv.org/abs/1903.11152
Recommendations
Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Optimal feedback synthesis (49N35)
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