Finite State Mean Field Games with Wright–Fisher Common Noise as Limits ofN-Player Weighted Games

DOI10.1287/moor.2021.1230zbMath1505.91058arXiv2012.04845OpenAlexW3112984646MaRDI QIDQ5870358

Erhan Bayraktar, François Delarue, Alekos Cecchin, Asaf Cohen

Publication date: 9 January 2023

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2012.04845

zbMATH Keywords

diffusion approximationmean field gamesconvergence problemWright-Fischer common noise

Mathematics Subject Classification ID

Mean field games (aspects of game theory) (91A16)

Related Items (2)

Propagation of chaos of forward-backward stochastic differential equations with graphon interactions ⋮ Analysis of the finite-state ergodic master equation

Cites Work

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