Mean field games of controls: on the convergence of Nash equilibria

DOI10.1214/22-aap1879zbMath1520.91049arXiv2006.12993MaRDI QIDQ6165242

Mao Fabrice Djete

Publication date: 31 July 2023

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2006.12993

zbMATH Keywords

convergence of Nash equilibriamean field game of controls

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Mean field games and control (49N80) Mean field games (aspects of game theory) (91A16)

Related Items (3)

Closed-loop convergence for mean field games with common noise ⋮ Large population games with interactions through controls and common noise: convergence results and equivalence between open-loop and closed-loop controls ⋮ Laplace principle for large population games with control interaction

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