An infinite-horizon mean field game of growth and capital accumulation: a Markov chain approximation numerical scheme and its challenges

DOI10.1007/978-3-030-39789-0_8MaRDI QIDQ5118432zbMATHOpenAlexFDO

Authors Chee Kian Leong

Publication date 8 September 2020

Published in Annals of the International Society of Dynamic Games (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-030-39789-0_8

zbMATH Keywords

mean field games\(\epsilon\)-Nash equilibriumMarkov-chain approximation

Mathematics Subject Classification ID

Economic growth models (91B62) Mean field games (aspects of game theory) (91A16)

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Cites work

• scientific article; zbMATH DE number 3148886 (Why is no real title available?)
• A stochastic differential game of capitalism
• Anonymous sequential games
• Bertrand and Cournot mean field games
• Entry, Exit, and firm Dynamics in Long Run Equilibrium
• Equilibria of dynamic games with many players: existence, approximation, and market structure
• Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria
• Mean field games
• Mean field games for stochastic growth with relative utility
• Mean field games. I: The stationary case
• Mean field games. II: Finite horizon and optimal control
• Nash equilibria for combined flow control and routing in networks: asymptotic behavior for a large number of users
• Numerical methods for non-zero-sum stochastic differential games: convergence of the Markov chain approximation method
• On the relationship between Nash—Cournot and Wardrop equilibria
• Values of Non-Atomic Games

Cited in

(2)

• A numerical scheme for a mean field game in some queueing systems based on Markov chain approximation method
• A mean field capital accumulation game with HARA utility

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