On the asymptotic nature of first order mean field games
From MaRDI portal
Publication:2232794
DOI10.1007/s00245-020-09711-1zbMath1471.91030arXiv1903.03602OpenAlexW3083240464MaRDI QIDQ2232794
Publication date: 8 October 2021
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1903.03602
Convergence of probability measures (60B10) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Mean field games (aspects of game theory) (91A16) Equilibrium refinements (91A11)
Related Items (4)
Nonsmooth mean field games with state constraints ⋮ Generic properties of first-order mean field games ⋮ Closed-loop convergence for mean field games with common noise ⋮ A Lagrange–Galerkin Scheme for First Order Mean Field Game Systems
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Continuous time finite state mean field games
- Equilibrium points of non-atomic games. Asymptotic results
- Convex Hamilton-Jacobi equations under superlinear growth conditions on data
- Semiconcave functions, Hamilton-Jacobi equations, and optimal control
- A general characterization of the mean field limit for stochastic differential games
- Mean field games
- On the Bellman equation for some unbounded control problems
- Equilibrium points of nonatomic games
- Sharp semi-concavity in a non-autonomous control problem and \(L^p\) estimates in an optimal-exit MFG
- Convergence, fluctuations and large deviations for finite state mean field games via the master equation
- On the connection between symmetric \(N\)-player games and mean field games
- Mean field games with state constraints: from mild to pointwise solutions of the PDE system
- Convergence to the mean field game limit: a case study
- From the master equation to mean field game limit theory: large deviations and concentration of measure
- Selection of equilibria in a linear quadratic mean-field game
- On the convergence of open loop Nash equilibria in mean field games with a local coupling
- Existence and uniqueness for mean field games with state constraints
- From the master equation to mean field game limit theory: a central limit theorem
- Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
- The derivation of ergodic mean field game equations for several populations of players
- On the convergence of closed-loop Nash equilibria to the mean field game limit
- Extended Deterministic Mean-Field Games
- First Order Mean Field Games with Density Constraints: Pressure Equals Price
- Learning in mean field games: The fictitious play
- Continuum and Finite-Player Noncooperative Models of Competition
- The Master Equation and the Convergence Problem in Mean Field Games
- Analysis of a Finite State Many Player Game Using Its Master Equation
- Minimal-time mean field games
- Linear-Quadratic $N$-person and Mean-Field Games with Ergodic Cost
- On the Convergence Problem in Mean Field Games: A Two State Model without Uniqueness
- Probabilistic Theory of Mean Field Games with Applications I
- Direct methods in the calculus of variations
- Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
This page was built for publication: On the asymptotic nature of first order mean field games