Deterministic limit of mean field games associated with nonlinear Markov processes

DOI10.1007/s00245-018-9486-9zbMath1443.91042arXiv1512.07887OpenAlexW2963226623WikidataQ57919040 ScholiaQ57919040MaRDI QIDQ2187327

Yu. V. Averboukh

Publication date: 2 June 2020

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1512.07887

zbMATH Keywords

minimax solutionsmean field gamesdeterministic limit

Mathematics Subject Classification ID

Stochastic games, stochastic differential games (91A15) Mean field games (aspects of game theory) (91A16)

Related Items (2)

Stackelberg solution of first-order mean field game with a major player ⋮ Abstract McKean-Vlasov and Hamilton-Jacobi-Bellman equations, their fractional versions and related forward-backward systems on Riemannian manifolds

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