Standard

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 journalArticlepeer-review

Harvard

Kolokoltsov, VN, Troeva, MS & Yang, W 2016, 'Mean field games based on stable-like processes', Automation and Remote Control, vol. 77, no. 11, pp. 2044-2064. https://doi.org/10.1134/S0005117916110138

APA

Kolokoltsov, V. N., Troeva, M. S., & Yang, W. (2016). Mean field games based on stable-like processes. Automation and Remote Control, 77(11), 2044-2064. https://doi.org/10.1134/S0005117916110138

Vancouver

Kolokoltsov VN, Troeva MS, Yang W. Mean field games based on stable-like processes. Automation and Remote Control. 2016 Nov 1;77(11):2044-2064. https://doi.org/10.1134/S0005117916110138

Author

Kolokoltsov, V. N. ; Troeva, M. S. ; Yang, W. / Mean field games based on stable-like processes. In: Automation and Remote Control. 2016 ; Vol. 77, No. 11. pp. 2044-2064.

BibTeX

@article{c4c70eb27490467fa0a4fa0f9dbab4e1,
title = "Mean field games based on stable-like processes",
abstract = "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.",
author = "Kolokoltsov, {V. N.} and Troeva, {M. S.} and W. Yang",
year = "2016",
month = nov,
day = "1",
doi = "10.1134/S0005117916110138",
language = "English",
volume = "77",
pages = "2044--2064",
journal = "Automation and Remote Control",
issn = "0005-1179",
publisher = "МАИК {"}Наука/Интерпериодика{"}",
number = "11",

}

RIS

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