On first order mean field game systems with a common noise
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Publication:2170377
DOI10.1214/21-AAP1734zbMath1498.91040arXiv2009.12134OpenAlexW3088265565MaRDI QIDQ2170377
Pierre Cardaliaguet, Panagiotis E. Souganidis
Publication date: 5 September 2022
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2009.12134
Stochastic games, stochastic differential games (91A15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Mean field games (aspects of game theory) (91A16)
Related Items (3)
Closed-loop convergence for mean field games with common noise ⋮ Monotone solutions for mean field games master equations: continuous state space and common noise ⋮ Laplace principle for large population games with control interaction
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