Are mean-field games the limits of finite stochastic games?

Performance Evaluation Review

Volumn 44, Issue 2, 2016, Pages 18-20

  Doncel, Josu ^a   Gast, Nicolas ^a   Gaujal, Bruno ^a  

^a UNIV GRENOBLE ALPES   (France)

Author keywords

[No Author keywords available]

Indexed keywords

ABSTRACTING; ALUMINUM; COMPLEX NETWORKS; COST FUNCTIONS; COSTS; GAME THEORY; INVENTORY CONTROL; LYAPUNOV FUNCTIONS; NETWORK ARCHITECTURE; NETWORK SECURITY; QUEUEING THEORY; ROUTERS; STOCHASTIC SYSTEMS; STRUCTURAL OPTIMIZATION; TIME SWITCHES;

COMPLEX COMPUTER SYSTEMS; COMPUTER PERFORMANCE ANALYSIS; DESIGN AND IMPLEMENTATIONS; DYNAMIC RESOURCE ALLOCATIONS; MATHEMATICAL PERFORMANCE; MEAN FIELD APPROXIMATION; MODELING AND OPTIMIZATION; STOCHASTIC INVENTORY CONTROLS;

ESTIMATION;

EID: 85011304362     PISSN: 01635999     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1145/3003977.3003984     Document Type: Conference Paper

References (7)

1. J. Doncel, N. Gast, and B. Gaujal. Mean-Field Games with Explicit Interactions. 2016. Url: https://hal.inria.fr/hal-01277098.
2. A. M. Fink. Equilibrium in a stochastic n-person game. Journal of science of the hiroshima university, series ai (mathematics), 28(1):89-93, 1964.
3. D. A. Gomes, J. Mohr, and R. R. Souza. Discrete time, finite state space mean field games. Journal de mathématique pures et appliquées, 93(3):308-328, 2010.
4. O. Guéant, J.-M. Lasry, and P.-L. Lions. Mean field games and applications. In, Paris-princeton lectures on mathematical finance 2010, pp. 205-266. Springer, 2011.
5. J.-M. Lasry and P.-L. Lions. Mean field games. Japanese journal of mathematics, 2(1):229-260, 2007.
6. L. S. Shapley. Stochastic games. Proceedings of the national academy of sciences, 39(10):1095-1100, 1953.
7. H. Tembine, J.-Y. L. Boudec, R. El-Azouzi, and E. Altman. Mean field asymptotics of markov decision evolutionary games and teams. In Gamenets, 2009, pp. 140-150.