Mean field games based on stable-like processes
- Авторлар: Kolokoltsov V.N.1, Troeva M.S.2, Yang W.3
-
Мекемелер:
- Department of Statistics
- North-Eastern Federal University
- Department of Mathematics and Statistics
- Шығарылым: Том 77, № 11 (2016)
- Беттер: 2044-2064
- Бөлім: Mathematical Game Theory and Applications
- URL: https://ogarev-online.ru/0005-1179/article/view/150483
- DOI: https://doi.org/10.1134/S0005117916110138
- ID: 150483
Дәйексөз келтіру
Аннотация
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.
Авторлар туралы
V. Kolokoltsov
Department of Statistics
Хат алмасуға жауапты Автор.
Email: v.kolokoltsov@warwick.ac.uk
Ұлыбритания, Coventry
M. Troeva
North-Eastern Federal University
Email: v.kolokoltsov@warwick.ac.uk
Ресей, Yakutsk
W. Yang
Department of Mathematics and Statistics
Email: v.kolokoltsov@warwick.ac.uk
Ұлыбритания, Glasgow
Қосымша файлдар
