A rank-based mean field game in the strong formulation

DOI10.1214/16-ECP24zbMath1415.91050arXiv1603.06312MaRDI QIDQ727853

Erhan Bayraktar, Yuchong Zhang

Publication date: 21 December 2016

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1603.06312

zbMATH Keywords

competitionstochastic differential equationsmean field gamescommon noisenon-local interactionstrong formulationrank-dependent interaction

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Differential games (aspects of game theory) (91A23) (n)-person games, (n>2) (91A06) Stochastic games, stochastic differential games (91A15)

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