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math.OC2019
Schauder Estimates for a Class of Potential Mean Field Games of Controls
J. Frédéric Bonnans, Saeed Hadikhanloo, Laurent Pfeiffer
An existence result for a class of mean field games of controls is provided. In the considered model, the cost functional to be minimized by each agent involves a price depending a…
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…