Selection by vanishing common noise for potential finite state mean field games
DOI10.1080/03605302.2021.1955256zbMath1490.91018arXiv2005.12153OpenAlexW3200151560MaRDI QIDQ5037290
Alekos Cecchin, François Delarue
Publication date: 28 February 2022
Published in: Communications in Partial Differential Equations (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2005.12153
viscosity solutionvanishing viscositymaster equationWright-Fisher diffusionmean field gamessemiconcave functionsselection principleHamilton-Jacobi-Bellman PDEfinite state spacerestoration of uniquenesshyperbolic system of PDEsKimura operator
Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) First-order hyperbolic systems (35L40) Mean field games and control (49N80) Mean field games (aspects of game theory) (91A16) PDEs in connection with mean field game theory (35Q89)
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Continuous time finite state mean field games
- Mean field games with common noise
- Semiconcave functions, Hamilton-Jacobi equations, and optimal control
- A general characterization of the mean field limit for stochastic differential games
- Second order mean field games with degenerate diffusion and local coupling
- Mean field games. I: The stationary case
- Mean field games. II: Finite horizon and optimal control
- Discrete time, finite state space mean field games
- Mean field games
- Central limit theorem for a simple diffusion model of interacting particles
- Equations différentielles provenant de la genetique des populations
- Solving forward-backward stochastic differential equations explicitly -- a four step scheme
- A note on front tracking and the equivalence between viscosity solutions of Hamilton-Jacobi equations and entropy solutions of scalar conservation laws
- On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case.
- Probabilistic approach to finite state mean field games
- Convergence, fluctuations and large deviations for finite state mean field games via the master equation
- On the connection between symmetric \(N\)-player games and mean field games
- Krylov-Safonov estimates for a degenerate diffusion process
- Master equation for finite state mean field games with additive common noise
- Selection of equilibria in a linear quadratic mean-field game
- Restoring uniqueness to mean-field games by randomizing the equilibria
- The master equation in mean field theory
- Numerical method for FBSDEs of McKean-Vlasov type
- Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
- Controlled Markov processes and viscosity solutions
- Uniqueness for linear-quadratic mean field games with common noise
- Finite state mean field games with Wright-Fisher common noise
- On the convergence of closed-loop Nash equilibria to the mean field game limit
- Probabilistic Analysis of Mean-Field Games
- Socio-economic applications of finite state mean field games
- The Fundamental Solution to the Wright–Fisher Equation
- On non-uniqueness in mean field games
- Weak Solutions for First Order Mean Field Games with Local Coupling
- The Master Equation and the Convergence Problem in Mean Field Games
- Analysis of a Finite State Many Player Game Using Its Master Equation
- Analysis of Degenerate Diffusion Operators Arising in Population Biology
- Mean field games under invariance conditions for the state space
- On the Convergence Problem in Mean Field Games: A Two State Model without Uniqueness
- Mean field games systems of first order
- Diffusion models in population genetics
- Probabilistic Theory of Mean Field Games with Applications I
- Some remarks on mean field games
