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On the Convergence Problem in Mean Field Games: A Two State Model without Uniqueness - MaRDI portal

On the Convergence Problem in Mean Field Games: A Two State Model without Uniqueness (Q5232230)

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scientific article; zbMATH DE number 7100189
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On the Convergence Problem in Mean Field Games: A Two State Model without Uniqueness
scientific article; zbMATH DE number 7100189

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    On the Convergence Problem in Mean Field Games: A Two State Model without Uniqueness (English)
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    30 August 2019
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    mean field game
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    finite state space
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    jump Markov process
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    \(N\)-person games
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    Nash equilibrium
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    master equation
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    propagation of chaos
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    nonuniqueness
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