Vassili N. Kolokoltsov, Marianna S. Troeva, Wei Yang, “Mean field games based on the stable-like processes”, Mat. Teor. Igr Pril., 2013, Volume 5, Issue 4,Pages <nobr>33

This article is cited in 4 papers

Mean field games based on the stable-like processes

Vassili N. Kolokoltsov^a, Marianna S. Troeva^b, Wei Yang^c

^a Department of Statistics, University of Warwick
^b North-Eastern Federal University
^c Department of Mathematics and Statistics, University of Strathclyde

Abstract: We investigate the mean field games of $N$ agents based on the nonlinear stable-like processes. The main result of the paper is in the statement that any solution of the limiting mean field consistency equation generates a $1/N$-Nash equilibrium for the approximating game of $N$ agents.

Keywords: stable-like processes, kinetic equation, forward-backward system, dynamic law of large numbers, rates of convergence, tagged particle, $\varepsilon$-Nash equilibrium.

UDC: 519.217.8+519.833
BBK: 22.18