On the convergence of open loop Nash equilibria in mean field games with a local coupling

DOI10.1007/978-3-030-17949-6_6MaRDI QIDQ2329981zbMATH OpenOpenAlexFDO

Authors Pierre Cardaliaguet

Publication date 18 October 2019

Full work available at URL https://doi.org/10.1007/978-3-030-17949-6_6

zbMATH Keywords

convergence ratemean field gamesmean field limit

Mathematics Subject Classification ID

Smoothness and regularity of solutions to PDEs (35B65) PDEs in connection with mean field game theory (35Q89) Mean field games (aspects of game theory) (91A16)

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Cited in

(16)

• The convergence problem in mean field games with local coupling
• Stationary fully nonlinear mean-field games
• From mean field games to the best reply strategy in a stochastic framework
• Deterministic limit of mean field games associated with nonlinear Markov processes
• Lecture notes on variational mean field games
• Convergence of some mean field games systems to aggregation and flocking models
• On the asymptotic nature of first order mean field games
• On the rate of convergence for the mean-field approximation of controlled diffusions with large number of players
• On the convergence of closed-loop Nash equilibria to the mean field game limit
• Mild and weak solutions of mean field game problems for linear control systems
• Optimal control of nonlocal continuity equations: numerical solution
• Closed-loop convergence for mean field games with common noise
• Equilibrium pricing of securities in the co-presence of cooperative and non-cooperative populations
• Optimal trajectories in \(L^1\) and under \(L^1\) penalizations
• Approximately optimal distributed stochastic controls beyond the mean field setting
• The local stability of an open-loop Nash equilibrium in a finite horizon differential game

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