The Convergence Problem in Mean Field Games with Local Coupling

Author:

Cardaliaguet P.

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Control and Optimization

Reference22 articles.

1. Buckdahn, R., Li, J., Peng, S., Rainer, C.: Mean-field stochastic differential equations and associated PDEs. (2014). arXiv preprint. arXiv: 1407.1215

2. Cardaliaguet, P., Delarue, F., Lasry, J.-M., Lions. P.-L.: The master equation and the convergence problem in mean field games (2015). arXiv preprint. arXiv: 1509.02505

3. Carmona, R., Delarue, F.: Probabilistic theory of mean field games (expected) (2016)

4. Carmona, R., Delarue, F.: Probabilistic analysis of mean-field games. SIAM J. Control. Optim. 51(4), 2705–2734 (2013)

5. Chassagneux, J.-F., Crisan, D., Delarue, F.: Classical solutions to the master equation for large population equilibria (2014). arXiv preprint. arXiv: 1411.3009

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