Approximation of \(N\)-player stochastic games with singular controls by mean field games

DOI10.3934/naco.2023001zbMath1518.49044arXiv2202.06835OpenAlexW4328023123MaRDI QIDQ6164096

Haoyang Cao, Joonseok Lee, Xin Guo

Publication date: 26 July 2023

Published in: Numerical Algebra, Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2202.06835

zbMATH Keywords

stochastic differential gamebounded velocityfinite variationsingular controlmean field game\( N\)-player game

Mathematics Subject Classification ID

(n)-person games, (n>2) (91A06) Stochastic games, stochastic differential games (91A15) Mean field games and control (49N80) Mean field games (aspects of game theory) (91A16)

Related Items (2)

Nonzero-Sum Submodular Monotone-Follower Games: Existence and Approximation of Nash Equilibria ⋮ Well-posedness and numerical schemes for one-dimensional McKean-Vlasov equations and interacting particle systems with discontinuous drift

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