Convergence to the mean field game limit: a case study
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Publication:2180385
DOI10.1214/19-AAP1501zbMath1437.91058arXiv1806.00817MaRDI QIDQ2180385
Jaime San Martín, Marcel Nutz, Xiaowei Tan
Publication date: 13 May 2020
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1806.00817
(n)-person games, (n>2) (91A06) Games with infinitely many players (91A07) Stopping times; optimal stopping problems; gambling theory (60G40) Games of timing (91A55) Mean field games (aspects of game theory) (91A16)
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