Continuous time finite state mean field games

DOI10.1007/s00245-013-9202-8zbMath1283.91016arXiv1203.3173OpenAlexW2146662761MaRDI QIDQ373001

Joana Mohr, Rafael Rigão Souza, Diogo Aguiar Gomes

Publication date: 21 October 2013

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

Full work available at URL: https://arxiv.org/abs/1203.3173

zbMATH Keywords

Nash equilibriummean field gamessymmetric games

Mathematics Subject Classification ID

Noncooperative games (91A10) Differential games (aspects of game theory) (91A23) (n)-person games, (n>2) (91A06) Optimal stochastic control (93E20) Stochastic games, stochastic differential games (91A15)

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