Monotone solutions for mean field games master equations: finite state space and optimal stopping

Journal de l’École polytechnique — Mathématiques ◽

10.5802/jep.167 ◽

2021 ◽

Vol 8 ◽

pp. 1099-1132

Author(s):

Charles Bertucci

Keyword(s):

State Space ◽

Optimal Stopping ◽

Master Equations ◽

Mean Field Games ◽

Finite State ◽

Monotone Solutions ◽

Finite State Space

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Discrete Time, Finite State Space Mean Field Games

Dynamics, Games and Science I - Springer Proceedings in Mathematics ◽

10.1007/978-3-642-11456-4_26 ◽

2011 ◽

pp. 385-389 ◽

Author(s):

Diogo A. Gomes ◽

Joana Mohr ◽

Rafael Rigão Souza

Keyword(s):

State Space ◽

Discrete Time ◽

Mean Field Games ◽

Finite State ◽

Finite State Space

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Discrete time, finite state space mean field games

Journal de Mathématiques Pures et Appliquées ◽

10.1016/j.matpur.2009.10.010 ◽

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 Games ◽

Finite State ◽

Finite State Space

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Continuous time finite state space mean field games — A variational approach

2011 49th Annual Allerton Conference on Communication, Control, and Computing (Allerton) ◽

10.1109/allerton.2011.6120275 ◽

2011 ◽

Author(s):

Diogo A. Gomes

Keyword(s):

State Space ◽

Continuous Time ◽

Variational Approach ◽

Mean Field Games ◽

Finite State ◽

Finite State Space

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

SSRN Electronic Journal ◽

10.2139/ssrn.3458336 ◽

2019 ◽

Author(s):

Christoph Belak ◽

Daniel Hoffmann ◽

Frank Thomas Seifried

Keyword(s):

State Space ◽

Continuous Time ◽

Mean Field Games ◽

Common Noise ◽

Finite State ◽

Finite State Space

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Positional strategies in mean-field control problems on a finite state space

Vestnik Udmurtskogo Universiteta Matematika Mekhanika Komp yuternye Nauki ◽

10.20537/vm180102 ◽

2018 ◽

Vol 28 (1) ◽

pp. 15-21

Author(s):

A.A. Berezin ◽

Keyword(s):

State Space ◽

Control Problems ◽

Field Control ◽

Finite State ◽

Finite State Space

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Nonlinear Markov Games on a Finite State Space (Mean-field and Binary Interactions)

International Journal of Statistics and Probability ◽

10.5539/ijsp.v1n1p77 ◽

2012 ◽

Vol 1 (1) ◽

Author(s):

Vassili N. Kolokoltsov

Keyword(s):

State Space ◽

Markov Games ◽

Finite State ◽

Finite State Space

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N—Person Stochastic Games: Extensions of the Finite State Space Case and Correlation

Stochastic Games and Applications ◽

10.1007/978-94-010-0189-2_8 ◽

2003 ◽

pp. 93-106 ◽

Author(s):

Andrzej S. Nowak

Keyword(s):

State Space ◽

Stochastic Games ◽

Finite State ◽

Finite State Space

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Master Equation for the Finite State Space Planning Problem

Archive for Rational Mechanics and Analysis ◽

10.1007/s00205-021-01687-8 ◽

2021 ◽

Author(s):

Charles Bertucci ◽

Jean-Michel Lasry ◽

Pierre-Louis Lions

Keyword(s):

Master Equation ◽

State Space ◽

Planning Problem ◽

Space Planning ◽

Finite State ◽

Finite State Space ◽

State Space Planning

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Stationary Equilibria of Mean Field Games with Finite State and Action Space

Dynamic Games and Applications ◽

10.1007/s13235-019-00345-9 ◽

2020 ◽

Vol 10 (4) ◽

pp. 845-871 ◽

Author(s):

Berenice Anne Neumann

Keyword(s):

Action Space ◽

Mean Field Games ◽

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Minimal moment equations for stochastic models of biochemical reaction networks with partially finite state space

The Journal of Chemical Physics ◽

10.1063/1.4937937 ◽

2015 ◽

Vol 143 (24) ◽

pp. 244103 ◽

Author(s):

Jakob Ruess

Keyword(s):

State Space ◽

Stochastic Models ◽

Biochemical Reaction ◽

Reaction Networks ◽

Moment Equations ◽

Biochemical Reaction Networks ◽

Finite State ◽

Finite State Space

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