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Analysis of a Finite State Many Player Game Using Its Master Equation - MaRDI portal

Analysis of a Finite State Many Player Game Using Its Master Equation (Q4685375)

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scientific article; zbMATH DE number 6948675
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English
Analysis of a Finite State Many Player Game Using Its Master Equation
scientific article; zbMATH DE number 6948675

    Statements

    title
    Analysis of a Finite State Many Player Game Using Its Master Equation (English)
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    author
    Erhan Bayraktar
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    Asaf Cohen
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    publication date
    8 October 2018
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    zbMATH Keywords
    mean field games
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    master equation
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    fluctuations
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    finite state control problem
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    Markov chains
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    Identifiers

    DOI
    10.1137/17M113887X
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    Mathematics Subject Classification ID
    91A06
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    91A15
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    60J20
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    35Q91
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    60H15
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    zbMATH DE Number
    6948675
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    arXiv ID
    1707.02648
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    Wikidata QID
    Q129149680
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