scholarly journals The Convergence Problem in Mean Field Games with Local Coupling

2017 ◽  
Vol 76 (1) ◽  
pp. 177-215 ◽  
Author(s):  
P. Cardaliaguet
Keyword(s):  
Mean Field ◽  
Mean Field Games ◽  
Convergence Problem ◽  
Local Coupling

scholarly journals On the Convergence Problem in Mean Field Games: A Two State Model without Uniqueness

2019 ◽  
Vol 57 (4) ◽  
pp. 2443-2466
Author(s):  
Alekos Cecchin ◽  
Paolo Dai Pra ◽  
Markus Fischer ◽  
Guglielmo Pelino
Keyword(s):  
Mean Field ◽  
State Model ◽  
Mean Field Games ◽  
Convergence Problem ◽  
Two State Model

scholarly journals One-Dimensional Stationary Mean-Field Games with Local Coupling

2017 ◽  
Vol 8 (2) ◽  
pp. 315-351 ◽  
Author(s):  
Diogo A. Gomes ◽  
Levon Nurbekyan ◽  
Mariana Prazeres
Keyword(s):  
Mean Field ◽  
Mean Field Games ◽  
One Dimensional ◽  
Local Coupling

scholarly journals The Master Equation and the Convergence Problem in Mean Field Games

2019 ◽  
Author(s):  
Pierre Cardaliaguet ◽  
François Delarue ◽  
Jean-Michel Lasry ◽  
Pierre-Louis Lions
Keyword(s):  
Master Equation ◽  
Mean Field ◽  
Mean Field Games ◽  
Convergence Problem

Introduction

2019 ◽  
pp. 1-27
Author(s):  
Pierre Cardaliaguet ◽  
François Delarue ◽  
Jean-Michel Lasry ◽  
Pierre-Louis Lions
Keyword(s):  
Master Equation ◽  
Mean Field ◽  
Statistical Distribution ◽  
Mean Field Games ◽  
Convergence Problem ◽  
Field Interaction ◽  
Converse Problem ◽  
Finite Games ◽  
Continuum Of Players ◽  
Asymptotic Formulation

This chapter provides a background on recent advances in the theory of mean field games (MFGs). MFGs has met an amazing success since pioneering works of more than ten years ago. It gives a self-contained study of the so-called master equation and an answer to the convergence problem. MFGs should be understood as games with a continuum of players, each of them interacting with the whole statistical distribution of the population. In this regard, they are expected to provide an asymptotic formulation for games with finitely many players with mean field interaction. This chapter focuses on the converse problem, which may be formulated by confirming whether the equilibria of the finite games converge to a solution of the corresponding MFG as the number of players becomes very large.

scholarly journals Second order mean field games with degenerate diffusion and local coupling

2015 ◽  
Vol 22 (5) ◽  
pp. 1287-1317 ◽  
Author(s):  
Pierre Cardaliaguet ◽  
P. Jameson Graber ◽  
Alessio Porretta ◽  
Daniela Tonon
Keyword(s):  
Mean Field ◽  
Second Order ◽  
Mean Field Games ◽  
Degenerate Diffusion ◽  
Local Coupling

scholarly journals The Master Equation and the Convergence Problem in Mean Field Games

2019 ◽  
Author(s):  
Pierre Cardaliaguet ◽  
François Delarue ◽  
Jean-Michel Lasry ◽  
Pierre-Louis Lions
Keyword(s):  
Master Equation ◽  
Mean Field ◽  
Mean Field Games ◽  
Convergence Problem
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