Convergence to the mean field game limit: A case study

Annals of Applied Probability

Volumn 30, Issue 1, 2020, Pages 259-286

  Nutz, Marcel ^a   Martin, Jaime San ^b   Tan, Xiaowei ^a  

^a Columbia University ^*  (United States)

^b UNIVERSITY OF CHILE   (Chile)

Author keywords

Equilibrium; Mean field game; N player game; Optimal stopping

Indexed keywords

EID: 85087560038     PISSN: 10505164     EISSN: None     Source Type: Journal    
DOI: 10.1214/19-AAP1501     Document Type: Article

References (31)

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