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  1. A unifying framework for submodular mean field games
    Autor*in: Dianetti, Jodi; Ferrari, Giorgio; Fischer, Markus; Nendel, Max
    Erschienen: [2022]
    Verlag:  Center for Mathematical Economics (IMW), Bielefeld University, Bielefeld, Germany

    We provide an abstract framework for submodular mean field games and identify verifiable sufficient conditions that allow to prove existence and approximation of strong mean field equilibria in models where data may not be continuous with respect to... mehr

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    Standort:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signatur:
    DS 263
    Fernleihe:
    keine Fernleihe

     

    We provide an abstract framework for submodular mean field games and identify verifiable sufficient conditions that allow to prove existence and approximation of strong mean field equilibria in models where data may not be continuous with respect to the measure parameter and common noise is allowed. The setting is general enough to encompass qualitatively different problems, such as mean field games for discrete time finite space Markov chains, singularly controlled and reflected diffusions, and mean field games of optimal timing. Our analysis hinges on Tarski's fixed point theorem, along with technical results on lattices of flows of probability and sub-probability measures.

     
    Export in Literaturverwaltung   RIS-Format
      BibTeX-Format
    Quelle: Verbundkataloge
    Sprache: Englisch
    Medientyp: Buch (Monographie)
    Format: Online
    Weitere Identifier:
    hdl: 10419/249884
    Schriftenreihe: Working papers / Center for Mathematical Economics ; 661 (January 2022)
    Schlagworte: Mean field games; submodularity; complete lattice of measures; Tarski's fixedpoint theorem; Markov chain; singular stochastic control; reflected diffusion; optimal stopping
    Umfang: 1 Online-Ressource (circa 37 Seiten)