137 citations · 271 across the 11 of their papers we have counts for
3 papers · 1 filter
Continuous time finite state mean field games
Diogo A. Gomes, Joana Mohr, Rafael R. Souza
In this paper we consider symmetric games where a large number of players can be in any one of d states. We derive a limiting mean field model and characterize its main properties.…
Mean field limit of a continuous time finite state game
Diogo A. Gomes, Joana Mohr, Rafael R. Souza
Mean field games is a recent area of study introduced by Lions and Lasry in a series of seminal papers in 2006. Mean field games model situations of competition between large numbe…
Discrete mean field games
Diogo A. Gomes, Joana Mohr, Rafael R. Souza
In this paper we study a mean field model for discrete time, finite number of states, dynamic games. These models arise in situations that involve a very large number of agents mov…