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arXiv · 1409.7345

Translation invariant mean field games with common noise

Daniel Lacker·Kevin Webster
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Abstract

This note highlights a special class of mean field games in which the coefficients satisfy a convolution-type structural condition. A mean field game of this type with common noise is related to a certain mean field game without common noise by a simple transformation, which permits a tractable construction of a solution of the problem with common noise from a solution of the problem without.

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Daniel Lacker, Kevin Webster. 2014-09-25. Translation invariant mean field games with common noise. https://arxiv.org/abs/1409.7345

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