Selection of equilibria in a linear quadratic mean-field game

DOI10.1016/j.spa.2019.04.005zbMath1471.91029arXiv1808.09137OpenAlexW2889330615WikidataQ127856236 ScholiaQ127856236MaRDI QIDQ2289819

François Delarue, Rinel Foguen Tchuendom

Publication date: 24 January 2020

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1808.09137

zbMATH Keywords

vanishing viscositymean-field gamecommon noisePeano phenomenonselection of equilibria\(N\)-player game

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Hyperbolic conservation laws (35L65) Functional limit theorems; invariance principles (60F17) Mean field games (aspects of game theory) (91A16)

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