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math.OC2025
Iterative Schemes for Markov Perfect Equilibria
Felix Höfer, Mathieu Laurière, H. Mete Soner +1
We study Markov perfect equilibria in continuous-time dynamic games with finitely many symmetric players. The corresponding Nash system reduces to the Nash-Lasry-Lions equation for…
math.OC2025
Optimal Control and Potential Games in the Mean Field
Felix Höfer, H. Mete Soner
We study a mean field optimal control problem with general non-Markovian dynamics, including both common noise and jumps. We show that its minimizers are Nash equilibria of an asso…