Mean field games based on stable-like processes

被引：4

作者：

Kolokoltsov, V. N. ^{[1
]}

Troeva, M. S. ^{[2
]}

Yang, W. ^{[3
]}

机构：

[1] Univ Warwick, Dept Stat, Coventry, W Midlands, England

[2] North Eastern Fed Univ, Yakutsk, Russia

[3] Univ Strathclyde, Dept Math & Stat, Glasgow, Lanark, Scotland

来源：

AUTOMATION AND REMOTE CONTROL | 2016年 / 77卷 / 11期

基金：

俄罗斯基础研究基金会;

关键词：

EQUATIONS; SYSTEMS; LIMIT;

D O I：

10.1134/S0005117916110138

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

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.

引用

页码：2044 / 2064

页数：21

共 50 条

[21] Heat kernel estimates for stable-like processes on d-sets
Chen, ZQ
Kumagai, T
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2003, 108 (01) : 27 - 62
[22] On estimates of the density of Feynman-Kac semigroups of α-stable-like processes
Wang, Chunlin
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2008, 348 (02) : 938 - 970
[23] Nonlinear Diffusions and Stable-Like Processes with Coefficients Depending on the Median or VaR
Vassili N. Kolokoltsov
Applied Mathematics & Optimization, 2013, 68 : 85 - 98
[24] Nonlinear Diffusions and Stable-Like Processes with Coefficients Depending on the Median or VaR
Kolokoltsov, Vassili N.
APPLIED MATHEMATICS AND OPTIMIZATION, 2013, 68 (01): : 85 - 98
[25] On some path properties of symmetric stable-like processes for one dimension
Uemura, T
POTENTIAL ANALYSIS, 2002, 16 (01) : 79 - 91
[26] Construction and heat kernel estimates of general stable-like Markov processes
Knopova, Victoria
Kulik, Alexei
Schilling, Rene L.
DISSERTATIONES MATHEMATICAE, 2021, 569 : 1 - 86
[27] On Some Path Properties of Symmetric Stable-Like Processes for One Dimension
Toshihiro Uemura
Potential Analysis, 2002, 16 : 79 - 91
[28] Stable-like fluctuations of Biggins' martingales
Iksanov, Alexander
Kolesko, Konrad
Meiners, Matthias
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2019, 129 (11) : 4480 - 4499
[29] Two-sided heat kernel estimates for censored stable-like processes
Chen, Zhen-Qing
Kim, Panki
Song, Renming
PROBABILITY THEORY AND RELATED FIELDS, 2010, 146 (3-4) : 361 - 399
[30] OCCUPATION TIME DENSITIES FOR STABLE-LIKE PROCESSES AND OTHER PURE JUMP MARKOV-PROCESSES
BASS, RF
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1988, 29 (01) : 65 - 83

← 1 2 3 4 5 →