Strategic advantages in mean field games with a major player

DOI10.5802/crmath.1zbMath1445.91002arXiv2002.07034OpenAlexW3006477002MaRDI QIDQ784342

Jean-Michel Lasry, Charles Bertucci, Pierre-Louis Lions

Publication date: 3 August 2020

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2002.07034

zbMATH Keywords

optimal stoppingmean field gamesmajor playerstrategic advantage

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Games of timing (91A55) Mean field games (aspects of game theory) (91A16)

Related Items (2)

An introduction to mean field game theory ⋮ Monotone solutions for mean field games master equations: finite state space and optimal stopping

Cites Work

• Mean field games with a dominating player
• Mean field games
• Optimal stopping in mean field games, an obstacle problem approach
• Mean-field games with a major player
• Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
• Probabilistic Theory of Mean Field Games with Applications I
• Some remarks on mean field games

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