Monotone solutions for mean field games master equations: finite state space and optimal stopping
Author:
Publisher
Cellule MathDoc/CEDRAM
Subject
General Mathematics
Link
https://jep.centre-mersenne.org/item/10.5802/jep.167.pdf
Reference40 articles.
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3. [3] Briceño-Arias, L.; Kalise, D.; Kobeissi, Z.; Laurière, M.; Mateos González, Á.; Silva, F. J. On the implementation of a primal-dual algorithm for second order time-dependent mean field games with local couplings, CEMRACS 2017—Numerical methods for stochastic models: control, uncertainty quantification, mean-field (ESAIM Proc. Surveys), Volume 65, EDP Sciences, Les Ulis, 2019, pp. 330-348
4. [4] Bayraktar, Erhan; Cecchin, Alekos; Cohen, Asaf; Delarue, Francois Finite state mean field games with Wright-Fisher common noise, 2019
5. [5] Bayraktar, Erhan; Cohen, Asaf Analysis of a finite state many player game using its master equation, SIAM J. Control Optimization, Volume 56 (2018) no. 5, pp. 3538-3568
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