Some remarks on mean field games
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Publication:5742390
DOI10.1080/03605302.2018.1542438zbMATH Open1411.91100arXiv1808.00192OpenAlexW2886838613WikidataQ101421626 ScholiaQ101421626MaRDI QIDQ5742390
Author name not available (Why is that?)
Publication date: 14 May 2019
Published in: (Search for Journal in Brave)
Abstract: We study in this paper three aspects of Mean Field Games. The first one is the case when the dynamics of each player depend on the strategies of the other players. The second one concerns the modeling of noise in discrete space models and the formulation of the Master Equation in this case. Finally, we show how Mean Field Games reduce to agent based models when the intertemporal preference rate goes to infinity, i.e. when the anticipation of the players vanishes.
Full work available at URL: https://arxiv.org/abs/1808.00192
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