A reference case for mean field games models

Mean Field Games of Controls (briefly, MFGC), also called Extended Mean Field Games, introduce a control element into the Mean Field, so that not only can players “detect” (via the

We propose the natural extension of this scheme for the second order case and we present some numerical simulations.. System (I.1), as well as its stationary version, were introduced

As the length of the space/time grid tends to zero, we prove several asymptotic properties of the finite MFGs equilibria and we also prove our main result showing their convergence to

Indeed, the classical theory cannot be applied to this specific case for two main reasons: on the one hand, because of the absorbing boundary conditions; and on the other hand,

In this paper, we consider a situation where the evolution of the players is driven by a system of stochastic differential equations, and where choosing a strategy amounts to choosing

In our work presented here monotonicity similarly plays a central role in proving existence and uniqueness — through both the use of the maximum principle to prove existence

In this letter, we established the asymptotic performance of the joint M -estimators for the complex multivariate location and scatter matrix.. This statistical study high- lights

ð9Þ Despite the fact that the experimental observation [1 –3] of the H → γγ decay channel prevents the observed boson from being a spin-one particle, it is still important