Stationary Equilibria of Mean Field Games with Finite State and Action Space

Author:

Neumann Berenice AnneORCID

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Computational Mathematics,Computational Theory and Mathematics,Computer Graphics and Computer-Aided Design,Computer Science Applications,Statistics and Probability,Economics and Econometrics

Reference39 articles.

1. Asmussen S (2003) Applied probability and queues. Stochastic modelling and applied probability, vol 51, 2nd edn. Springer, New York

2. Basna R, Hilbert A, Kolokoltsov VN (2014) An epsilon-Nash equilbrium for non-linear Markov games of mean-field-type on finite spaces. Commun Stoch Anal 8(4):449–468. https://doi.org/10.31390/cosa.8.4.02

3. Benazzoli C, Campi L, Persio LD (2018) Mean field games with controlled jump-diffusion dynamics: Existence results and an illiquid interbank market model. ArXiv preprint arXiv:1703.01919

4. Bensoussan A, Frehse J, Yam P (2013) Mean field games and mean field type control theory. Springerbriefs in mathematics. Springer, New York

5. Berman A, Plemmons RJ (1979) Nonnegative matrices in the mathematical sciences. Computer science and applied mathematics. Academic Press Inc., New York

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