Discrete Time, Finite State Space Mean Field Games

By Diogo A. Gomes, Joana Mohr, Rafael R. Souza. 2010

262 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Mathematical Physics

View Paper: https://www.semanticscholar.org/paper/ffeb0c4fcbb6a02a93bddb18105599b86591a7b2

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Citations in the corpus

Mean Field Games Models—A Brief Survey (2013, background): “The first positive answer to this problem in discrete state and time was given in [46] and then further extended to the continuous time setting in [49].”
Finite Mean Field Games: Fictitious play and convergence to a first order continuous mean field game (2018, methodology): “(MFGd) In order to rewrite (MFGd) in a recursive form (as in [15]), given k = 0, .”
Learning Deep Mean Field Games for Modeling Large Population Behavior (2017, background): “Discretization of MFGs in time and space have been proposed (Gomes et al., 2010; Achdou et al., 2012; Guéant, 2015), serving as the starting point for our model of population distribution over discrete topics; while these early work analyze solution properties and lack empirical verification, we foc”
Time-Dependent Mean-Field Games in the Subquadratic Case (2013, background): “Time-Dependent Mean-Field Games 41 [32, 44] and environmental policy [38], finite state problems [19, 23, 24], explicit models [33, 48], obstacle-type problems [25], extended mean-field games [26, 30], probabilistic methods [13, 14], long-time behavior [10, 12], weak solutions to meanfield games [11”
Deep Mean Field Games for Learning Optimal Behavior Policy of Large Populations (2017, background): “Discretization of MFGs in time and space have been proposed (Gomes et al. , 2010; Achdou et al. , 2012; Gu´eant, 2015), serving as the starting point for our model of population distribution over discrete topics; while these early work analyze solution properties and lack empirical veriﬁcation, we…”
Mean Field Games (2020, methodology): “Several papers also study the numerical approximation of the solution of (1): see Achdou and Capuzzo Dolcetta [1], Achdou, Camilli and Capuzzo Dolcetta [2], Gomes, Mohr and Souza [26], Lachapelle, Salomon and Turinici [40].”
Linear-Quadratic Mean Field Games (2014, background): “[14] studied discrete time mean field game with finite state space directly.”