Can I read Finite Mean Field Games: Fictitious Play and Convergence to a First Order Continuous Mean Field Game on EtoBox?

Finite Mean Field Games: Fictitious Play and Convergence to a First Order Continuous Mean Field Game by Hadikhanloo, Saeed; Silva, Francisco José is a scholarly article available to read on EtoBox.

What is Finite Mean Field Games: Fictitious Play and Convergence to a First Order Continuous Mean Field Game about?

In this article we consider finite Mean Field Games (MFGs), i.e. with finite time and finite states. We adopt the framework introduced in Gomes Mohr and Souza in 2010, and study two seemly unexplored subjects. In the first one, we analyze the convergence of the fictitious play learning procedure, inspired by the results in continuous MFGs. In the second one, we consider the relation of some finite MFGs and continuous first order MFGs. Namely, given a continuous first order MFG problem and a sequence of refined space/time grids, we construct a sequence finite MFGs whose solutions admit limits points and every such limit point solves the continuous first order MFG problem.

Author

Hadikhanloo, Saeed; Silva, Francisco José

Published

2018

Language

EN