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.
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页码：2044 / 2064
页数：21
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