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 languageEnglish
Title of host publicationSpringer Series in Operations Research and Financial Engineering
PublisherSpringer Nature
Pages147-173
Number of pages27
DOIs
StatePublished - 2019

Publication series

NameSpringer Series in Operations Research and Financial Engineering
ISSN (Print)1431-8598
ISSN (Electronic)2197-1773

    Scopus subject areas

  • Computational Theory and Mathematics
  • Computational Mathematics
  • Control and Optimization
  • Information Systems and Management
  • Management Science and Operations Research

ID: 72679369