Mean field systems on networks, with singular interaction through hitting times

DOI10.1214/19-AOP1403zbMath1448.82032arXiv1807.02015OpenAlexW3036229713MaRDI QIDQ784182

Mykhaylo Shkolnikov, Sergey Nadtochiy

Publication date: 31 July 2020

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

Full work available at URL: https://arxiv.org/abs/1807.02015

zbMATH Keywords

dynamic gamesNash equilibriumnetwork flow problemmax-plus algebraSchauder's fixed-point theoremcascadessystemic riskparticle systemsself-excitationdirected weighted graphscredit network gameM1 topologymean field games on graphsPerron- Frobenius eigenvalueregularization through a gamesingular interaction through hitting timestimes of fragility

Mathematics Subject Classification ID

Interacting particle systems in time-dependent statistical mechanics (82C22) Neural biology (92C20) Fixed-point and coincidence theorems (topological aspects) (54H25) Games on graphs (graph-theoretic aspects) (05C57)

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