activity
20062023
most citedLarge deviation properties of weakly interacting processes via weak convergence methods

107 citations · 285 across the 15 of their papers we have counts for

collaborators
Showing 2019Show all

2 papers · 1 filter

math.OC2019★ 2 cited

Submodular Mean Field Games: Existence and Approximation of Solutions

Jodi Dianetti, Giorgio Ferrari, Markus Fischer +1

We study mean field games with scalar It{ô}-type dynamics and costs that are submodular with respect to a suitable order relation on the state and measure space. The submodularity…

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…