Discrete time mean field games: the short-stage limit

DOI10.3934/JDG.2015.2.89MaRDI QIDQ258762zbMATH OpenOpenAlexFDO

Authors Juan Pablo Maldonado López

Publication date 10 March 2016

Published in Journal of Dynamics and Games (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/jdg.2015.2.89

zbMATH Keywords

mean field gamesdiscrete time gamesdynamic gamesgames with infinitely many playersnoncooperative games

Mathematics Subject Classification ID

Noncooperative games (91A10) Games with infinitely many players (91A07) Dynamic games (91A25) Discrete-time games (91A50)

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Cites work

• A fully discrete semi-Lagrangian scheme for a first order mean field game problem
• A semi-discrete approximation for a first order mean field game problem
• Discrete time mean-field stochastic linear-quadratic optimal control problems
• Discrete time, finite state space mean field games
• Equilibria of dynamic games with many players: existence, approximation, and market structure
• Explicit solutions of some linear-quadratic mean field games
• Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
• Mean field games
• Mean field games and applications
• Mean field games. I: The stationary case
• Mean field games. II: Finite horizon and optimal control
• Mean field games: numerical methods
• Stochastic games with short-stage duration

Cited in

(2)

• A semi-discrete approximation for a first order mean field game problem
• Discrete time, finite state space mean field games

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