On solutions of mean field games with ergodic cost

DOI10.1016/j.matpur.2016.06.004zbMath1406.91062arXiv1510.08900OpenAlexW1951267103WikidataQ60167471 ScholiaQ60167471MaRDI QIDQ504134

Johnson Carroll, Anup Biswas, Aristotle Arapostathis

Publication date: 25 January 2017

Published in: Journal de Mathématiques Pures et Appliquées. Neuvième Série (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1510.08900

zbMATH Keywords

Nash equilibriumergodic controlMcKean-Vlasov limit\(N\)-person gamesconvergence of equilibriarelative value iteration

Mathematics Subject Classification ID

Differential games and control (49N70) Differential games (aspects of game theory) (91A23) (n)-person games, (n>2) (91A06) Games with infinitely many players (91A07) Stochastic games, stochastic differential games (91A15)

Related Items (11)

Mean-Field Limit for a Class of Stochastic Ergodic Control Problems ⋮ Concentration of ground states in stationary mean-field games systems ⋮ Geometry of information structures, strategic measures and associated stochastic control topologies ⋮ Discrete-time ergodic mean-field games with average reward on compact spaces ⋮ An example of multiple mean field limits in ergodic differential games ⋮ Subjective Equilibria Under Beliefs of Exogenous Uncertainty for Dynamic Games ⋮ Stationary equilibria and their stability in a Kuramoto MFG with strong interaction ⋮ Open Problem—Convergence and Asymptotic Optimality of the Relative Value Iteration in Ergodic Control ⋮ Analysis of the finite-state ergodic master equation ⋮ Ergodic mean field games with Hörmander diffusions ⋮ Optimal Policies for Convex Symmetric Stochastic Dynamic Teams and their Mean-Field Limit

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