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arXiv · 1305.2600

Extended deterministic mean-field games

Diogo A. Gomes·Vardan K. Voskanyan
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Abstract

In this paper, we consider mean-field games where the interaction of each player with the mean-field takes into account not only the states of the players but also their collective behavior, To do so, we develop a random variable framework that is particularly convenient for these problems. We prove an existence result for extended mean-field games and establish uniqueness conditions. In the last section, we consider the Master Equation and discuss properties of its solutions.

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Diogo A. Gomes, Vardan K. Voskanyan. 2013-05-12. Extended deterministic mean-field games. https://arxiv.org/abs/1305.2600

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