Discrete time mean field games: the short-stage limit
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Publication:258762
DOI10.3934/jdg.2015.2.89zbMath1334.91015OpenAlexW2524552988MaRDI QIDQ258762
Publication date: 10 March 2016
Published in: Journal of Dynamics and Games (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jdg.2015.2.89
dynamic gamesnoncooperative gamesmean field gamesdiscrete time gamesgames with infinitely many players
Noncooperative games (91A10) Discrete-time games (91A50) Games with infinitely many players (91A07) Dynamic games (91A25)
Cites Work
- Stochastic games with short-stage duration
- Mean field games. I: The stationary case
- Mean field games. II: Finite horizon and optimal control
- Discrete time, finite state space mean field games
- Mean field games
- Explicit solutions of some linear-quadratic mean field games
- A semi-discrete approximation for a first order mean field game problem
- Equilibria of dynamic games with many players: existence, approximation, and market structure
- Discrete time mean-field stochastic linear-quadratic optimal control problems
- Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
- Mean Field Games and Applications
- Mean Field Games: Numerical Methods
- A Fully Discrete Semi-Lagrangian Scheme for a First Order Mean Field Game Problem
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