Large deviations principle for discrete-time mean-field games

DOI10.1016/j.sysconle.2021.105042zbMath1480.91034arXiv2102.07865OpenAlexW3202337802MaRDI QIDQ2059481

Naci Saldi

Publication date: 14 December 2021

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2102.07865

zbMATH Keywords

large deviations principleinteracting particle systemsmean-field games

Mathematics Subject Classification ID

Discrete-time games (91A50) Large deviations (60F10) Mean field games (aspects of game theory) (91A16)

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