Discrete Time, Finite State Space Mean Field Games

2011 ◽  
pp. 385-389 ◽  
Author(s):  
Diogo A. Gomes ◽  
Joana Mohr ◽  
Rafael Rigão Souza
Keyword(s):  
State Space ◽  
Discrete Time ◽  
Mean Field ◽  
Mean Field Games ◽  
Finite State ◽  
Finite State Space

scholarly journals Discrete time, finite state space mean field games

2010 ◽  
Vol 93 (3) ◽  
pp. 308-328 ◽  
Author(s):  
Diogo A. Gomes ◽  
Joana Mohr ◽  
Rafael Rigão Souza
Keyword(s):  
State Space ◽  
Discrete Time ◽  
Mean Field ◽  
Mean Field Games ◽  
Finite State ◽  
Finite State Space

scholarly journals Continuous-Time Mean Field Games with Finite State Space and Common Noise

2019 ◽  
Author(s):  
Christoph Belak ◽  
Daniel Hoffmann ◽  
Frank Thomas Seifried
Keyword(s):  
State Space ◽  
Continuous Time ◽  
Mean Field ◽  
Mean Field Games ◽  
Common Noise ◽  
Finite State ◽  
Finite State Space

A discrete-time storage process with a general release rule

1989 ◽  
Vol 26 (03) ◽  
pp. 566-583
Author(s):  
John E. Glynn
Keyword(s):  
State Space ◽  
Discrete Time ◽  
Storage System ◽  
Simple Condition ◽  
Storage Process ◽  
Finite State ◽  
Stationary Behaviour ◽  
Finite State Space

A discrete-time storage system with a general release rule and stationary nonnegative inflows is examined. A simple condition is found for the existence of a stationary storage and outflow for a general possibly non-monotone release function. It is also shown that in the Markov case (i.e. independent inflows) these distributions are unique under certain conditions. It is demonstrated that under these conditions the stationary behaviour in the Markov case varies continuously with parametric changes in the release rule. This result is used to prove convergence of a finite state space approximation for the Markov storage system.

A discrete-time storage process with a general release rule

1989 ◽  
Vol 26 (3) ◽  
pp. 566-583 ◽  
Author(s):  
John E. Glynn
Keyword(s):  
State Space ◽  
Discrete Time ◽  
Storage System ◽  
Simple Condition ◽  
Storage Process ◽  
Finite State ◽  
Stationary Behaviour ◽  
Finite State Space

A discrete-time storage system with a general release rule and stationary nonnegative inflows is examined. A simple condition is found for the existence of a stationary storage and outflow for a general possibly non-monotone release function. It is also shown that in the Markov case (i.e. independent inflows) these distributions are unique under certain conditions. It is demonstrated that under these conditions the stationary behaviour in the Markov case varies continuously with parametric changes in the release rule. This result is used to prove convergence of a finite state space approximation for the Markov storage system.

scholarly journals Imprecise Discrete-Time Markov Chains

2021 ◽  
pp. 51-65
Author(s):  
Gert de Cooman
Keyword(s):  
Markov Chains ◽  
State Space ◽  
Discrete Time ◽  
Finite State ◽  
Finite State Space

AbstractI present a short and easy introduction to a number of basic definitions and important results from the theory of imprecise Markov chains in discrete time, with a finite state space. The approach is intuitive and graphical.

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