Research output: Chapter in Book/Report/Conference proceeding › Chapter › Research › peer-review
Here we develop a more general mean-field-game model for two-dimensional arrays of states, extending the models of Chapters 6 and 7 and providing full details for the simplest case of 2d states, (Formula Presented). In order to tackle new technical difficulties arising from a larger state space, we introduce new asymptotic regimes, small discount, and small interaction asymptotics.
Original language | English |
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Title of host publication | Springer Series in Operations Research and Financial Engineering |
Publisher | Springer Nature |
Pages | 147-173 |
Number of pages | 27 |
DOIs | |
State | Published - 2019 |
Name | Springer Series in Operations Research and Financial Engineering |
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ISSN (Print) | 1431-8598 |
ISSN (Electronic) | 2197-1773 |
ID: 72679369