Large population games with interactions through controls and common noise: convergence results and equivalence between open-loop and closed-loop controls

DOI10.1051/cocv/2023005arXiv2108.02992OpenAlexW4315781372MaRDI QIDQ6138467

Mao Fabrice Djete

Publication date: 5 September 2023

Published in: ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2108.02992

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Mean field games and control (49N80) Mean field games (aspects of game theory) (91A16)

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