Convergence, fluctuations and large deviations for finite state mean field games via the Master Equation

Author:

Cecchin Alekos,Pelino Guglielmo

Funder

PhD programme in Mathematical Sciences, Department of Mathematics, University of Padua

Progetto Dottorati-Fondazione Cassa di Risparmio di Padova e Rovigo

“Nonlinear Partial Differential Equations: Asymptotic Problems and Mean Field Games”

“Large Scale Random Structures” of the Italian Ministry of Education, Universities and Research

“Mean Field Games and Nonlinear PDEs” of the University of Padua

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference36 articles.

1. An epsilon-nash equilibrium for nonlinear markov games of mean-feld-type on finite spaces;Basna;Commun. Stoch. Anal.,2014

2. E. Bayraktar, A. Cohen, Analysis of a Finite State Many Player Game Using its Master Equation, preprint 2017, arXiv:1707.02648.

3. Mean Field Games and Mean Field Type Control Theory;Bensoussan,2013

4. Linear-quadratic mean field games;Bensoussan;J. Optim. Theory Appl.,2016

5. P. Cardaliaguet, Notes on mean field games, Technical report, Université de Paris Dauphine, 2013.

Cited by 38 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. A finite-dimensional approximation for partial differential equations on Wasserstein space;Stochastic Processes and their Applications;2024-11

2. Set values for mean field games;Transactions of the American Mathematical Society;2024-08-16

3. Mean Field Games Master Equations: From Discrete to Continuous State Space;SIAM Journal on Mathematical Analysis;2024-03-22

4. The Sharp Interface Limit of an Ising Game;ESAIM: Control, Optimisation and Calculus of Variations;2024

5. An Algebraic Convergence Rate for the Optimal Control of McKean–Vlasov Dynamics;SIAM Journal on Control and Optimization;2023-11-09

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号  京ICP备18003416号-3