An approximate Nash equilibrium for pure jump Markov games of mean-field-type on continuous state space

DOI10.1080/17442508.2017.1297812zbMath1395.91031arXiv1605.05073OpenAlexW2963395732MaRDI QIDQ4584680

Astrid Hilbert, Vassili N. Kolokol'tsov, Rani Basna

Publication date: 4 September 2018

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1605.05073

zbMATH Keywords

optimal controlmean-field games\(\epsilon\)-Nash equilibriumpure jump Markov processdynamic programingKoopman dynamicsnon-linear Markov processes

Mathematics Subject Classification ID

Games with infinitely many players (91A07) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic games, stochastic differential games (91A15)

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