Finite Mean Field Games: Fictitious play and convergence to a first order continuous mean field game
نویسندگان
چکیده
منابع مشابه
Mean field limit of a continuous time finite state game
Mean field games is a recent area of study introduced by Lions and Lasry in a series of seminal papers in 2006. Mean field games model situations of competition between large number of rational agents that play non-cooperative dynamic games under certain symmetry assumptions. A key step is to develop a mean field model, in a similar way to what is done in statistical physics in order to constru...
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ژورنال
عنوان ژورنال: Journal de Mathématiques Pures et Appliquées
سال: 2019
ISSN: 0021-7824
DOI: 10.1016/j.matpur.2019.02.006