Restoring uniqueness to mean-field games by randomizing the equilibria
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Publication:2303975
DOI10.1007/s40072-019-00135-9zbMath1457.60087arXiv1804.03561MaRDI QIDQ2303975
Publication date: 6 March 2020
Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1804.03561
mean-field game; SPDE; common noise; forward-backward system; restoration of uniqueness; \(N\)-player game
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
91A07: Games with infinitely many players
60H30: Applications of stochastic analysis (to PDEs, etc.)
91A15: Stochastic games, stochastic differential games
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
Related Items
Master equation for finite state mean field games with additive common noise, Selection of equilibria in a linear quadratic mean-field game, Finite state mean field games with Wright-Fisher common noise
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