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Matematicheskaya Teoriya Igr i Ee Prilozheniya, 2013, Volume 5, Issue 4, Pages 33–65
(Mi mgta120)
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This article is cited in 4 scientific papers (total in 4 papers)
Mean field games based on the stable-like processes
Vassili N. Kolokoltsova, Marianna S. Troevab, Wei Yangc a Department of Statistics, University of Warwick
b North-Eastern Federal University
c Department of Mathematics and Statistics, University of Strathclyde
Abstract:
We investigate the mean field games of $N$ agents based on the nonlinear stable-like processes. The main result of the paper is in the statement that any solution of the limiting mean field consistency equation generates a $1/N$-Nash equilibrium for the approximating game of $N$ agents.
Keywords:
stable-like processes, kinetic equation, forward-backward system, dynamic law of large numbers, rates of convergence, tagged particle, $\varepsilon$-Nash equilibrium.
Citation:
Vassili N. Kolokoltsov, Marianna S. Troeva, Wei Yang, “Mean field games based on the stable-like processes”, Mat. Teor. Igr Pril., 5:4 (2013), 33–65; Autom. Remote Control, 77:11 (2016), 2044–2064
Linking options:
https://www.mathnet.ru/eng/mgta120 https://www.mathnet.ru/eng/mgta/v5/i4/p33
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Statistics & downloads: |
Abstract page: | 473 | Full-text PDF : | 238 | References: | 50 | First page: | 1 |
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