\(N\)-player games and mean-field games with smooth dependence on past absorptions
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Publication:2077351
DOI10.1214/20-AIHP1138zbMath1481.91022arXiv1902.02670OpenAlexW3209959825MaRDI QIDQ2077351
Luciano Campi, Giulia Livieri, Maddalena Ghio
Publication date: 25 February 2022
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1902.02670
Nash equilibriummean-field gamerelaxed controlMcKean-Vlasov limitabsorbing boundarycontrolled martingale problem
(n)-person games, (n>2) (91A06) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Optimal stochastic control (93E20) Mean field games (aspects of game theory) (91A16)
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