Probabilistic Approach to Finite State Mean Field Games

Author:

Cecchin Alekos,Fischer Markus

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Control and Optimization

Reference37 articles.

1. Aldous, D.: Stopping times and tightness. Ann. Probab. 6(2), 335–340 (1978)

2. Basna, R., Hilbert, A., Kolokoltsov, V.N.: An epsilon-Nash equilibrium for non-linear Markov games of mean-field-type on finite spaces. Commun. Stoch. Anal. 8(4), 449–468 (2014)

3. Bayraktar, E., Cohen, A.: Analysis of a finite state many player game using its master equation. arXiv:1707.02648 [math.AP] (July, 2017)

4. Benazzoli, C., Campi, L., Di Persio, L.: Mean-field games with controlled jumps. arXiv:1703.01919 [math.PR] (March, 2017)

5. Bensoussan, A., Frehse, J., Yam, P.: Mean Field Games and Mean Field Type Control Theory. Springer Briefs in Mathematics. Springer, New York (2013)

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