On the connection between symmetric \(N\)-player games and mean field games
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Publication:2013569
DOI10.1214/16-AAP1215zbMath1375.91009arXiv1405.1345MaRDI QIDQ2013569
Publication date: 8 August 2017
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1405.1345
optimal controlweak convergenceNash equilibriummartingale problemmean field gamesMcKean-Vlasov limit
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Differential games (aspects of game theory) (91A23) (n)-person games, (n>2) (91A06) Games with infinitely many players (91A07) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Optimal stochastic control (93E20) Convergence of probability measures (60B10)
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