Continuous-time mean field games with finite state space and common noise
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Publication:2234321
DOI10.1007/s00245-020-09743-7zbMath1475.60141OpenAlexW3126569939MaRDI QIDQ2234321
Frank Thomas Seifried, Christoph Belak, Daniel Max Hoffmann
Publication date: 19 October 2021
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00245-020-09743-7
Optimal stochastic control (93E20) Stochastic games, stochastic differential games (91A15) Continuous-time Markov processes on discrete state spaces (60J27) Mean field games and control (49N80) Mean field games (aspects of game theory) (91A16)
Related Items (4)
Control theory approach to continuous-time finite state mean field games ⋮ A myopic adjustment process for mean field games with finite state and action space ⋮ Essential stationary equilibria of mean field games with finite state and action space ⋮ Finite State Mean Field Games with Wright–Fisher Common Noise as Limits ofN-Player Weighted Games
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