Finite state mean field games with Wright-Fisher common noise as limits of N-player weighted games
Erhan Bayraktar, Alekos Cecchin, Asaf Cohen, François Delarue
| Year of publication: |
2022
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|---|---|
| Authors: | Bayraktar, Erhan ; Cecchin, Alekos ; Cohen, Asaf ; Delarue, François |
| Published in: |
Mathematics of operations research. - Hanover, Md. : INFORMS, ISSN 1526-5471, ZDB-ID 2004273-5. - Vol. 47.2022, 4, p. 2840-2890
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| Subject: | convergence problem | diffusion approximation | mean field games | Wright–Fischer common noise | Spieltheorie | Game theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/moor.2021.1230 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014311391