Analysis of the finite-state ergodic master equation

DOI10.1007/s00245-022-09954-0OpenAlexW4360985384MaRDI QIDQ2694468

Asaf Cohen, Ethan C. Zell

Publication date: 3 April 2023

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2204.05373

zbMATH Keywords

Markov chainsmaster equationmean-field gamesfinite state control problem

Mathematics Subject Classification ID

Mean field games and control (49N80) Mean field games (aspects of game theory) (91A16) Partial differential equations of mixed type and mixed-type systems of partial differential equations (35M99)

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