On the Graphon Mean Field Game Equations: Individual Agent Affine Dynamics and Mean Field Dependent Performance Functions
Autor: | Peter E. Caines, Daniel Ho, Minyi Huang, Jiamin Jian, Qingshuo Song |
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Jazyk: | angličtina |
Rok vydání: | 2020 |
Předmět: |
Computer Science::Computer Science and Game Theory
Control and Optimization Probability (math.PR) ComputingMilieux_PERSONALCOMPUTING 35M30 60J60 Computational Mathematics Mathematics - Analysis of PDEs Optimization and Control (math.OC) Control and Systems Engineering ComputingMethodologies_SYMBOLICANDALGEBRAICMANIPULATION FOS: Mathematics Mathematics - Optimization and Control Mathematics - Probability Analysis of PDEs (math.AP) |
Popis: | This paper establishes unique solvability of a class of Graphon Mean Field Game equations. The special case of a constant graphon yields the result for the Mean Field Game equations. 26 pages |
Databáze: | OpenAIRE |
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