Discrete time, finite state space mean field games
type: Item
instance of: scholarly article
title: Discrete time, finite state space mean field games
zbMATH Open document ID: 1192.91028
author: J. Mohr
author: R. R. Souza
author: D. Gomes
published in: Journal de Mathématiques Pures et Appliquées. Neuvième Série
publication date: 2010-04-08T00:00:00Z
review text: This paper is devoted to the study of a mean field model for a discrete-time dynamic game on a finite state space. The mean field property assumes that only a certain fraction of players is relevant to the global evolution. The main result of the paper proves the exponential convergence to equilibrium for the initial-terminal value problem.
Mathematics Subject Classification ID: 91A25
Mathematics Subject Classification ID: 91A15
zbMATH DE Number: 5690747
zbMATH Keywords: mean field games
zbMATH Keywords: dynamic games
zbMATH Keywords: initial-terminal value problem
reviewed by: Anna Jaskiewicz
MaRDI profile type: Publication
full work available at URL: j.matpur.2009.10.010
OpenAlex ID: W4210364010
cites work: Mean Field Games: Numerical Methods
cites work: Mean field games. I: The stationary case
cites work: Mean field games. II: Finite horizon and optimal control
cites work: Mean field games
cites work: Q4437143
DOI: 10.1016/J.MATPUR.2009.10.010
Recommended article: Discrete Time, Finite State Space Mean Field Games
Recommended article: Continuous time finite state mean field games
Recommended article: Discrete approximation of stationary mean field games
Recommended article: Discrete time mean field games: the short-stage limit
Recommended article: Mean Field Stochastic Games with Discrete States and Mixed Players
Recommended article: Discrete mean field games: existence of equilibria and convergence
Recommended article: Discrete-time mean field games with risk-averse agents
Recommended article: Probabilistic approach to finite state mean field games
Recommended article: Continuous-time mean field games with finite state space and common noise
Recommended article: Mean Field Games and Applications
description: scientific article; zbMATH DE number 5690747