The mean field game convergence problem

DOI10.1090/PSAPM/078/03OpenAlexW3212285838MaRDI QIDQ6082292FDOQ6082292

Authors: Daniel Lacker 

Publication date: 29 November 2023

Published in: Proceedings of Symposia in Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/psapm/078/03

Mathematics Subject Classification ID

(n)-person games, (n>2) (91A06) Mean field games (aspects of game theory) (91A16)

Cited In (14)

• A coefficient inverse problem for the mean field games system
• Rates of convergence for the policy iteration method for mean field games systems
• On the Convergence Problem in Mean Field Games: A Two State Model without Uniqueness
• Closed-loop convergence for mean field games with common noise
• Convergence of some mean field games systems to aggregation and flocking models
• The convergence problem in mean field games with local coupling
• Long-time behavior of deterministic mean field games with nonmonotone interactions
• The finite difference approximation preserving conjugate properties of the mean-field game equations
• On certain analytically solvable problems of mean field games theory
• Refined convergence results for interacting diffusions and mean-field games
• The Master Equation and the Convergence Problem in Mean Field Games
• On the convergence of closed-loop Nash equilibria to the mean field game limit
• Finite mean field games: fictitious play and convergence to a first order continuous mean field game
• Inverse problems for mean field games

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