Asymptotic analysis of mean field games with small common noise

Asymptotic Analysis

Volumn 106, Issue 3-4, 2018, Pages 205-232

  Ahuja, Saran ^a   Ren, Weiluo ^a   Yang, Tzu Wei ^b  

^a STANFORD UNIVERSITY   (United States)

^b UNIVERSITY OF MINNESOTA   (United States)

Author keywords

asymptotic; common noise; forward backward stochastic differential equations; Mean field games

Indexed keywords

ASYMPTOTIC ANALYSIS; COMPUTATION THEORY; DIFFERENTIAL EQUATIONS; GAME THEORY;

ASYMPTOTIC; COMMON NOISE; FIRST-ORDER APPROXIMATIONS; FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS; GAUSSIAN PROCESSES; MEAN FIELD GAMES; NASH EQUILIBRIUM STRATEGIES; OPTIMAL STRATEGIES;

STOCHASTIC SYSTEMS;

EID: 85048080030     PISSN: 09217134     EISSN: 18758576     Source Type: Journal    
DOI: 10.3233/ASY-171446     Document Type: Article

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