ON THE CONVERGENCE OF CLOSED-LOOP NASH EQUILIBRIA TO THE MEAN FIELD GAME LIMIT
ON THE CONVERGENCE OF CLOSED-LOOP NASH EQUILIBRIA TO THE MEAN FIELD GAME LIMIT
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Hayward: Institute of Mathematical Statistics
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English
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Hayward: Institute of Mathematical Statistics
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This paper continues the study of the mean field game (MFG) convergence problem: In what sense do the Nash equilibria of n-player stochastic differential games converge to the mean field game as n→∞? Previous work on this problem took two forms. First, when the n-player equilibria are open-loop, compactness arguments permit a characterization of al...
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ON THE CONVERGENCE OF CLOSED-LOOP NASH EQUILIBRIA TO THE MEAN FIELD GAME LIMIT
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TN_cdi_proquest_journals_2449988847
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https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_2449988847
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ISSN
1050-5164
E-ISSN
2168-8737
DOI
10.1214/19-AAP1541
