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_8zbMATH Open1448.91024OpenAlexW3035600633MaRDI QIDQ5118432FDOQ5118432

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

Recommendations

• A numerical scheme for a mean field game in some queueing systems based on Markov chain approximation method
• A probabilistic numerical method for a class of mean field games
• Markov-Nash equilibria in mean-field games with discounted cost
• Numerical Approximations for Nonzero-Sum Stochastic Differential Games
• Mean field games: numerical methods

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)

Cites Work

• Title not available (Why is that?)
• Mean field games
• 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
• Equilibria of dynamic games with many players: existence, approximation, and market structure
• On the relationship between Nash—Cournot and Wardrop equilibria
• Values of Non-Atomic Games
• Entry, Exit, and firm Dynamics in Long Run Equilibrium
• Anonymous sequential games
• Bertrand and Cournot mean field games
• Mean field games for stochastic growth with relative utility
• Nash equilibria for combined flow control and routing in networks: asymptotic behavior for a large number of users
• A stochastic differential game of capitalism
• Numerical methods for non-zero-sum stochastic differential games: convergence of the Markov chain approximation method

Cited In (1)

• A mean field capital accumulation game with HARA utility

This page was built for publication: An infinite-horizon mean field game of growth and capital accumulation: a Markov chain approximation numerical scheme and its challenges

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5118432)