Email this article Mean field games based on stable-like processes
- Authors: Kolokoltsov V.N.1, Troeva M.S.2, Yang W.3
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Affiliations:
- Department of Statistics
- North-Eastern Federal University
- Department of Mathematics and Statistics
- Issue: Vol 77, No 11 (2016)
- Pages: 2044-2064
- Section: Mathematical Game Theory and Applications
- URL: https://journal-vniispk.ru/0005-1179/article/view/150483
- DOI: https://doi.org/10.1134/S0005117916110138
- ID: 150483
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Abstract
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.
About the authors
V. N. Kolokoltsov
Department of Statistics
Author for correspondence.
Email: v.kolokoltsov@warwick.ac.uk
United Kingdom, Coventry
M. S. Troeva
North-Eastern Federal University
Email: v.kolokoltsov@warwick.ac.uk
Russian Federation, Yakutsk
W. Yang
Department of Mathematics and Statistics
Email: v.kolokoltsov@warwick.ac.uk
United Kingdom, Glasgow
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