Finite state mean field games with Wright–Fisher common noise

Journal des Mathematiques Pures et Appliquees

Volumn 147, Issue , 2021, Pages 98-162

  Bayraktar, Erhan ^a   Cecchin, Alekos ^b   Cohen, Asaf ^a   Delarue, François ^b  

^a UNIVERSITY OF MICHIGAN   (United States)

^b UNIVERSITÉ CÔTE D'AZUR   (France)

Author keywords

Common noise; Forcing uniqueness; Master equation; Mean field games; Non linear Kimura PDEs; Wright Fisher diffusion

Indexed keywords

EID: 85099837737     PISSN: 00217824     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.matpur.2021.01.003     Document Type: Article

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