A Probabilistic Approach to Extended Finite State Mean Field Games
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Publication:5000643
DOI10.1287/moor.2020.1071zbMath1468.49043arXiv1808.07635OpenAlexW3135174634MaRDI QIDQ5000643
Publication date: 15 July 2021
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1808.07635
mean field gamesfinite state spaceapproximative Nash equilibriumMckean-Vlasov BSDEweak formulation of optimal control
Optimality conditions for problems involving randomness (49K45) Probabilistic games; gambling (91A60) Mean field games and control (49N80) Mean field games (aspects of game theory) (91A16)
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