On the convergence of finite state mean-field games through -convergence
DOI10.1016/J.JMAA.2014.02.044zbMATH Open1304.91027OpenAlexW2007475482MaRDI QIDQ489054FDOQ489054
Authors: Rita Ferreira, D. Gomes 
Publication date: 27 January 2015
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2014.02.044
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Cites Work
- Mean field games
- An introduction to \(\Gamma\)-convergence
- Long time average of mean field games
- Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
- Modern methods in the calculus of variations. \(L^p\) spaces
- Computation of mean field equilibria in economics
- Title not available (Why is that?)
- Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria
- Mean field games. I: The stationary case
- Mean field games. II: Finite horizon and optimal control
- Discrete time, finite state space mean field games
- A-priori estimates for stationary mean-field games
- A stochastic Evans-Aronsson problem
- Continuous time finite state mean field games
Cited In (17)
- Convergence, fluctuations and large deviations for finite state mean field games via the master equation
- Short-time existence of solutions for mean-field games with congestion
- Dangerous tangents: an application of \(\Gamma\)-convergence to the control of dynamical systems
- Rates of convergence for the policy iteration method for mean field games systems
- On the Convergence Problem in Mean Field Games: A Two State Model without Uniqueness
- Socio-economic applications of finite state mean field games
- On the turnpike property for mean field games
- Time-dependent mean-field games in the subquadratic case
- On the long time convergence of potential MFG
- On the convergence of closed-loop Nash equilibria to the mean field game limit
- Weak KAM theory for potential MFG
- Total reward semi-Markov mean-field games with complementarity properties
- On solutions of mean field games with ergodic cost
- Finite mean field games: fictitious play and convergence to a first order continuous mean field game
- Numerical methods for finite-state mean-field games satisfying a monotonicity condition
- Time-dependent mean-field games in the superquadratic case
- Cournot-Nash equilibrium and optimal transport in a dynamic setting
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