Mean field games based on stable-like processes
- 作者: Kolokoltsov V.N.1, Troeva M.S.2, Yang W.3
-
隶属关系:
- Department of Statistics
- North-Eastern Federal University
- Department of Mathematics and Statistics
- 期: 卷 77, 编号 11 (2016)
- 页面: 2044-2064
- 栏目: Mathematical Game Theory and Applications
- URL: https://journals.rcsi.science/0005-1179/article/view/150483
- DOI: https://doi.org/10.1134/S0005117916110138
- ID: 150483
如何引用文章
详细
We investigate the mean field games of N agents based on the nonlinear stable-like processes. The main result of the paper is that any solution of the limiting mean field consistency equation generates a 1/N-Nash equilibrium for the approximating game of N agents.
作者简介
V. Kolokoltsov
Department of Statistics
编辑信件的主要联系方式.
Email: v.kolokoltsov@warwick.ac.uk
英国, Coventry
M. Troeva
North-Eastern Federal University
Email: v.kolokoltsov@warwick.ac.uk
俄罗斯联邦, Yakutsk
W. Yang
Department of Mathematics and Statistics
Email: v.kolokoltsov@warwick.ac.uk
英国, Glasgow
补充文件
