arXiv · 1808.00192
Some remarks on Mean Field Games
Abstract
We study in this paper three aspects of Mean Field Games. The first one is the case when the dynamics of each player depend on the strategies of the other players. The second one concerns the modeling of '' noise '' in discrete space models and the formulation of the Master Equation in this case. Finally, we show how Mean Field Games reduce to agent based models when the intertemporal preference rate goes to infinity, i.e. when the anticipation of the players vanishes.
Explore related subjects
Keep this discovery
Charles Bertucci, Jean Michel Lasry, Pierre Louis Lions. 2018-08-01. Some remarks on Mean Field Games. https://arxiv.org/abs/1808.00192
Cite the original work for its findings. Save a collection to share your selection of sources.