Mean field games based on stable-like processes

DOI10.1134/S0005117916110138MaRDI QIDQ5409907zbMATH OpenFDO

Authors Vassili Kolokoltsov, M. S. Troeva, Wei Yang

Publication date 15 April 2014

Published in Automation and Remote Control (Search for Journal in Brave)

Full work available at URL http://mathnet.ru/eng/mgta120

zbMATH Keywords

kinetic equationrates of convergence\(\varepsilon\)-Nash equilibriumforward-backward systemstable-like processestagged particledynamic law of large numbers

Mathematics Subject Classification ID

Noncooperative games (91A10) Differential games (aspects of game theory) (91A23) (n)-person games, (n>2) (91A06) Stochastic games, stochastic differential games (91A15)

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(10)

• Stable solutions in potential mean field game systems
• Central schemes for mean field games
• Stationary focusing mean-field games
• \(N\)-player games and mean-field games with smooth dependence on past absorptions
• Regularity and Sensitivity for McKean-Vlasov Type SPDEs Generated by Stable-like Processes
• Ergodic mean field games with Hörmander diffusions
• Mean-field type games between two players driven by backward stochastic differential equations
• Artificial intelligence for COVID-19 spread modeling
• Long time average of mean field games
• On mathematical models of COVID-19 pandemic

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