Mean field games via controlled martingale problems: Existence of Markovian equilibria

Stochastic Processes and their Applications

Volumn 125, Issue 7, 2015, Pages 2856-2894

  Lacker, Daniel ^a  

^a PRINCETON UNIVERSITY   (United States)

Author keywords

Controlled martingale problem; Mean field games; Relaxed control

Indexed keywords

STATISTICS;

EXISTENCE THEOREM; MARTINGALE PROBLEM; MEAN FIELD GAMES; MEAN-FIELD INTERACTIONS; MEASURABLE SELECTIONS; NONDEGENERATE; RELAXED CONTROL; STRICTLY CONVEXES;

STOCHASTIC SYSTEMS;

EID: 84933553528     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2015.02.006     Document Type: Article

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