Control theory approach to continuous-time finite state mean field games
DOI10.3934/mcrf.2022029zbMath1516.49037arXiv2103.07493OpenAlexW3137740784MaRDI QIDQ6099189
Publication date: 19 June 2023
Published in: Mathematical Control and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2103.07493
master equationviabilityvalue multifunctionbackward attainability domaincontinuous-time finite state mean field game
Methods involving semicontinuity and convergence; relaxation (49J45) Control problems involving ordinary differential equations (34H05) Continuous-time Markov processes on discrete state spaces (60J27) Mean field games and control (49N80) Mean field games (aspects of game theory) (91A16)
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