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math.OC2016
An Approximate Nash Equilibrium for Pure Jump Markov Games of Mean-field-type on Continuous State Space
Rani Basna, Astrid Hilbert, Vassili N. Kolokoltsov
We investigate mean-field games from the point of view of a large number of indistinguishable players which eventually converges to infinity. The players are weakly coupled via the…
math.OC2014
A 1/n Nash equilibrium for non-linear Markov games of mean-field-type on finite state space
Rani Basna, Astrid Hilbert, Vassili N. Kolokoltsov
We investigate mean field games for players, who are weakly coupled via their empirical measure. To this end we investigate time-dependent pure jump type propagators over a finite…