Stochastic Games for Fuel Follower Problem: $N$ versus Mean Field Game
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Publication:4625002
DOI10.1137/17M1159531zbMath1420.91012arXiv1803.02925MaRDI QIDQ4625002
Publication date: 20 February 2019
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1803.02925
viscosity solutionstochastic gamessingular controlsmean field gamesfuel follower problemSkorohkod problem
Differential games (aspects of game theory) (91A23) (n)-person games, (n>2) (91A06) Games with infinitely many players (91A07) Optimal stochastic control (93E20) Stochastic games, stochastic differential games (91A15)
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