The derivation of ergodic mean field game equations for several populations of players
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Publication:2514570
DOI10.1007/s13235-013-0088-5zbMath1314.91019OpenAlexW2119707575MaRDI QIDQ2514570
Publication date: 3 February 2015
Published in: Dynamic Games and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13235-013-0088-5
Differential games (aspects of game theory) (91A23) (n)-person games, (n>2) (91A06) Games with infinitely many players (91A07) Stochastic games, stochastic differential games (91A15)
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Cites Work
- Nonlinear elliptic systems and mean-field games
- Mean field games. I: The stationary case
- Mean field games. II: Finite horizon and optimal control
- Mean field games
- Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
- Mean Field Games and Applications
- Symmetric Measures on Cartesian Products
- Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria
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