Mean field games based on stable-like processes

DOI10.1134/S0005117916110138zbMATH Open1287.91019MaRDI QIDQ5409907FDOQ5409907

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

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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)

Cited In (10)

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

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