N-player games and mean-field games with absorption

Annals of Applied Probability

Volumn 28, Issue 4, 2018, Pages 2188-2242

  Campi, Luciano ^a   Fischer, Markus ^b  

^a LONDON SCHOOL OF ECONOMICS   (United Kingdom)

^b UNIVERSITY OF PADOVA   (Italy)

Author keywords

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

Indexed keywords

EID: 85052719010     PISSN: 10505164     EISSN: None     Source Type: Journal    
DOI: 10.1214/17-AAP1354     Document Type: Article

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