Research output: Contribution to journal › Article › peer-review
We investigate the mean field games of N agents based on the nonlinear stable-like processes. The main result of the paper is that any solution of the limiting mean field consistency equation generates a 1/N-Nash equilibrium for the approximating game of N agents.
| Original language | English |
|---|---|
| Pages (from-to) | 2044-2064 |
| Number of pages | 21 |
| Journal | Automation and Remote Control |
| Volume | 77 |
| Issue number | 11 |
| DOIs | |
| State | Published - 1 Nov 2016 |
ID: 51531006