Convergence rate of LQG mean field games with common noise

DOI10.1007/S00186-024-00863-2MaRDI QIDQ6568752FDOQ6568752

Jiaxuan Ye, Jiamin Jian, Qingshuo Song

Publication date: 8 July 2024

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

zbMATH Keywords

Wasserstein distanceconvergence ratemean field games\(N\)-player Nash game

Mathematics Subject Classification ID

Mean field games (aspects of game theory) (91A16)

Cites Work

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• Mean field games master equations with nonseparable Hamiltonians and displacement monotonicity
• The convergence rate of the equilibrium measure for the hybrid LQG Mean Field Game

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