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Mean field games based on stable-like processes

  • Mathematical Game Theory and Applications
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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.

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Author information

Authors and Affiliations

  1. Department of Statistics, University of Warwick, Coventry, UK

    V. N. Kolokoltsov

  2. North-Eastern Federal University, Yakutsk, Russia

    M. S. Troeva

  3. Department of Mathematics and Statistics, University of Strathclyde, Glasgow, UK

    W. Yang

Authors
  1. V. N. Kolokoltsov
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  2. M. S. Troeva
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  3. W. Yang
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Correspondence to V. N. Kolokoltsov.

Additional information

Original Russian Text © V.N. Kolokoltsov, M.S. Troeva, W.Yang, 2013, published in Matematicheskaya Teoriya Igr i Ee Prilozheniya, 2013, No. 4, pp. 33–65.

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Kolokoltsov, V.N., Troeva, M.S. & Yang, W. Mean field games based on stable-like processes. Autom Remote Control 77, 2044–2064 (2016). https://doi.org/10.1134/S0005117916110138

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  • DOI: https://doi.org/10.1134/S0005117916110138

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