Refined convergence results for interacting diffusions and mean-field games

DOI10.1090/PSAPM/078/04MaRDI QIDQ6082293zbMATH OpenOpenAlexFDO

Authors Kavita Ramanan

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/078/04

Mathematics Subject Classification ID

Large deviations (60F10) Diffusion processes (60J60) Stochastic games, stochastic differential games (91A15) Mean field games (aspects of game theory) (91A16)

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Cited in

(7)

• The convergence problem in mean field games with local coupling
• Ergodic mean field games with Hörmander diffusions
• Convergence of some mean field games systems to aggregation and flocking models
• A Class of Self-Interacting Processes with Applications to Games and Reinforced Random Walks
• The Master Equation and the Convergence Problem in Mean Field Games
• Strong Convergence to the Mean Field Limit of a Finite Agent Equilibrium
• Convergence of Large Population Games to Mean Field Games with Interaction Through the Controls

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