Research output: Contribution to journal › Article › peer-review
Mean field games based on stable-like processes. / Kolokoltsov, V. N.; Troeva, M. S.; Yang, W.
In: Automation and Remote Control, Vol. 77, No. 11, 01.11.2016, p. 2044-2064.Research output: Contribution to journal › Article › peer-review
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TY - JOUR
T1 - Mean field games based on stable-like processes
AU - Kolokoltsov, V. N.
AU - Troeva, M. S.
AU - Yang, W.
PY - 2016/11/1
Y1 - 2016/11/1
N2 - 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.
AB - 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.
UR - http://www.scopus.com/inward/record.url?scp=84994772120&partnerID=8YFLogxK
U2 - 10.1134/S0005117916110138
DO - 10.1134/S0005117916110138
M3 - Article
AN - SCOPUS:84994772120
VL - 77
SP - 2044
EP - 2064
JO - Automation and Remote Control
JF - Automation and Remote Control
SN - 0005-1179
IS - 11
ER -
ID: 51531006