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math.OC2019
On the asymptotic nature of first order mean field games
Markus Fischer, Francisco J. Silva
For a class of finite horizon first order mean field games and associated N-player games, we give a simple proof of convergence of symmetric N-player Nash equilibria in distributed…
math.OC2018
Finite mean field games: fictitious play and convergence to a first order continuous mean field game
Saeed Hadikhanloo, Francisco José Silva
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 tw…