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Selection by vanishing common noise for potential finite state mean field games - MaRDI portal

Selection by vanishing common noise for potential finite state mean field games (Q5037290)

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scientific article; zbMATH DE number 7481869
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Selection by vanishing common noise for potential finite state mean field games
scientific article; zbMATH DE number 7481869

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    Selection by vanishing common noise for potential finite state mean field games (English)
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    28 February 2022
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    finite state space
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    Hamilton-Jacobi-Bellman PDE
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    hyperbolic system of PDEs
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    Kimura operator
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    master equation
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    mean field games
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    restoration of uniqueness
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    selection principle
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    semiconcave functions
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    vanishing viscosity
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    viscosity solution
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    Wright-Fisher diffusion
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