On the connection between symmetric N-player games and mean field games

Annals of Applied Probability

Volumn 27, Issue 2, 2017, Pages 757-810

  Fischer, Markus ^a  

^a UNIVERSITY OF PADOVA   (Italy)

Author keywords

Martingale problem; McKean Vlasov limit; Mean field game; Nash equilibrium; Optimal control; Weak convergence

Indexed keywords

EID: 85019652145     PISSN: 10505164     EISSN: None     Source Type: Journal    
DOI: 10.1214/16-AAP1215     Document Type: Review

References (35)

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