Probabilistic Approach to Finite State Mean Field Games

Applied Mathematics and Optimization

Volumn 81, Issue 2, 2020, Pages 253-300

  Cecchin, Alekos ^a   Fischer, Markus ^a  

^a UNIVERSITY OF PADOVA   (Italy)

Author keywords

Approximate Nash equilibria; Chattering lemma; Finite state space; Mean field games; N person games; Relaxed controls; Relaxed Poisson measures

Indexed keywords

CONTINUOUS TIME SYSTEMS; DIFFERENTIAL EQUATIONS; STOCHASTIC SYSTEMS;

CHATTERING LEMMA; FINITE STATE SPACES; MEAN FIELD GAMES; N-PERSON GAMES; NASH EQUILIBRIA; POISSON MEASURE; RELAXED CONTROL;

FEEDBACK CONTROL;

EID: 85043453650     PISSN: 00954616     EISSN: 14320606     Source Type: Journal    
DOI: 10.1007/s00245-018-9488-7     Document Type: Article

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