On the Graphon Mean Field Game Equations: Individual Agent Affine Dynamics and Mean Field Dependent Performance Functions

Autor:	Caines, Peter E., HO, Daniel W. C., Huang, Minyi, Jian, Jiamin, Song, Qingshuo
Rok vydání:	2020
Předmět:	Mathematics - Optimization and Control Mathematics - Analysis of PDEs Mathematics - Probability 35M30 60J60
Druh dokumentu:	Working Paper
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. Comment: 26 pages
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2009.12144 Zobrazit plný text záznamu View this record from Arxiv