Analysis of a Finite State Many Player Game Using Its Master Equation-Reference-Cited by-同舟云学术

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Analysis of a Finite State Many Player Game Using Its Master Equation

Published:2018-01 Issue:5 Volume:56 Page:3538-3568
ISSN:0363-0129
Container-title:SIAM Journal on Control and Optimization
language:en
Short-container-title:SIAM J. Control Optim.

Author:

Bayraktar Erhan^ORCID,Cohen Asaf

Funder

Susan M. Smith Professorship

National Science Foundation

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Subject

Applied Mathematics,Control and Optimization

Link

https://epubs.siam.org/doi/pdf/10.1137/17M113887X

Reference12 articles.

1. The Master equation in mean field theory

2. Probabilistic Analysis of Mean-Field Games

3. On the connection between symmetric $N$-player games and mean field games

4. Socio-economic applications of finite state mean field games

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