Analysis of a Finite State Many Player Game Using Its Master Equation
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Publication:4685375
DOI10.1137/17M113887XzbMath1416.91013arXiv1707.02648WikidataQ129149680 ScholiaQ129149680MaRDI QIDQ4685375
Publication date: 8 October 2018
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1707.02648
(n)-person games, (n>2) (91A06) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Stochastic games, stochastic differential games (91A15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)
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