Laplace principle for large population games with control interaction

DOI10.1016/j.spa.2024.104314arXiv2102.04489OpenAlexW4391577734WikidataQ128466170 ScholiaQ128466170MaRDI QIDQ6204186

Peng Luo, Ludovic Tangpi

Publication date: 27 March 2024

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2102.04489

zbMATH Keywords

large deviation principleconcentration of measuremean field gamesFBSDEMcKean-Vlasov equationsPDEs on Wasserstein spaceinteraction through controlslarge population games

Mathematics Subject Classification ID

Cooperative games (91A12) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Stochastic integral equations (60H20) (L^p)-limit theorems (60F25) Mean field games (aspects of game theory) (91A16)

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