On the Convergence Problem in Mean Field Games: A Two State Model without Uniqueness

DOI10.1137/18M1222454;zbMath1426.91025arXiv1810.05492MaRDI QIDQ5232230

Guglielmo Pelino, Markus Fischer, Paolo Dai Pra, Alekos Cecchin

Publication date: 30 August 2019

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1810.05492

zbMATH Keywords

Nash equilibriummaster equationpropagation of chaosjump Markov processnonuniquenessmean field game\(N\)-person gamesfinite state space

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Differential games (aspects of game theory) (91A23) Stochastic games, stochastic differential games (91A15)

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