Discrete time mean field games: The short-stage limit
| Autor: | Juan Pablo Maldonado López |
|---|---|
| Rok vydání: | 2015 |
| Předmět: |
Statistics and Probability
Discrete mathematics Computer Science::Computer Science and Game Theory Applied Mathematics ComputingMilieux_PERSONALCOMPUTING Mean field game Discrete time and continuous time Mean field theory Duration (music) Modeling and Simulation Applied mathematics Limit (mathematics) Stage (hydrology) Mathematics |
| Zdroj: | Journal of Dynamics and Games. 2:89-101 |
| ISSN: | 2164-6066 |
| DOI: | 10.3934/jdg.2015.2.89 |
| Popis: | In this note we provide a model for discrete time mean field games. Our main contributions are an explicit approximation in the discounted case and an approximation result for a mean field game with short-stage duration. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
|