Selection of equilibria in a linear quadratic mean-field game

DOI10.1016/j.spa.2019.04.005zbMath1471.91029arXiv1808.09137MaRDI 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 viscosity; mean-field game; common noise; Peano phenomenon; selection of equilibria; \(N\)-player game

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

35L65: Hyperbolic conservation laws

60F17: Functional limit theorems; invariance principles

91A16: Mean field games (aspects of game theory)

Related Items

Convergence to the mean field game limit: a case study, On non-uniqueness in mean field games

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