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math.PR2017
Convergence, Fluctuations and Large Deviations for finite state Mean Field Games via the Master Equation
Alekos Cecchin, Guglielmo Pelino
We show the convergence of finite state symmetric N-player differential games, where players control their transition rates from state to state, to a limiting dynamics given by a f…
math.PR2017
Probabilistic approach to finite state mean field games
Alekos Cecchin, Markus Fischer
We study mean field games and corresponding -player games in continuous time over a finite time horizon where the position of each agent belongs to a finite state space. As oppo…