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 languageEnglish
Pages (from-to)2044-2064
Number of pages21
JournalAutomation and Remote Control
Volume77
Issue number11
DOIs
StatePublished - 1 Nov 2016

    Scopus subject areas

  • Control and Systems Engineering
  • Electrical and Electronic Engineering

ID: 51531006