Discrete time, finite state space mean field games
نویسندگان
چکیده
منابع مشابه
Discrete mean field games
In this paper we study a mean field model for discrete time, finite number of states, dynamic games. These models arise in situations that involve a very large number of agents moving from state to state according to certain optimality criteria. The mean field approach for optimal control and differential games (continuous state and time) was introduced by Lasry and Lions [LL06a, LL06b, LL07]. ...
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ژورنال
عنوان ژورنال: Journal de Mathématiques Pures et Appliquées
سال: 2010
ISSN: 0021-7824
DOI: 10.1016/j.matpur.2009.10.010