Analysis of a finite state many player game using its master equation

SIAM Journal on Control and Optimization

Volumn 56, Issue 5, 2018, Pages 3538-3568

  Bayraktar, Erhan ^a   Cohen, Asaf ^b  

^a UNIVERSITY OF MICHIGAN   (United States)

^b UNIVERSITY OF HAIFA   (Israel)

Author keywords

Finite state control problem; Fluctuations; Markov chains; Master equation; Mean field games

Indexed keywords

MARKOV PROCESSES;

EMPIRICAL MEASURE; FINITE STATE CONTROL; FLUCTUATIONS; MASTER EQUATIONS; MEAN FIELD GAMES; NUMBER OF STATE; STOCHASTIC DIFFERENTIAL EQUATIONS; WEAK INTERACTIONS;

STOCHASTIC SYSTEMS;

EID: 85056088593     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/17M113887X     Document Type: Article

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