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An Epsilon Nash Equilibrium For Non-Linear Markov Games of Mean-Field-Type on Finite SpacesPrimeFaces.cw("AccordionPanel","widget_formSmash_some",{id:"formSmash:some",widgetVar:"widget_formSmash_some",multiple:true}); PrimeFaces.cw("AccordionPanel","widget_formSmash_all",{id:"formSmash:all",widgetVar:"widget_formSmash_all",multiple:true});
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2014 (English)In: Communications on Stochastic Analysis, ISSN 0973-9599, Vol. 8, no 4, p. 449-468Article in journal (Refereed) Published
##### Abstract [en]

##### Place, publisher, year, edition, pages

2014. Vol. 8, no 4, p. 449-468
##### National Category

Mathematics Probability Theory and Statistics
##### Identifiers

URN: urn:nbn:se:lnu:diva-40159OAI: oai:DiVA.org:lnu-40159DiVA, id: diva2:788474
#####

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PrimeFaces.cw("AccordionPanel","widget_formSmash_j_idt466",{id:"formSmash:j_idt466",widgetVar:"widget_formSmash_j_idt466",multiple:true}); Available from: 2015-02-15 Created: 2015-02-15 Last updated: 2017-12-04Bibliographically approved
##### In thesis

We investigate mean field games from the point of view of a large number of indistinguishable players which eventually converges to in- finity. The players are weakly coupled via their empirical measure. The dynamics of the individual players is governed by pure jump type propagators over a finite space. Investigations are conducted in the framework of non-linear Markov processes. We show that the individual optimal strategy results from a consistent coupling of an optimal control problem with a forward non-autonomous dynamics. In the limit as the number N of players goes to infinity this leads to a jump-type analog of the well-known non-linear McKean-Vlasov dynamics. The case where one player has an individual preference different from the ones of the remaining players is also covered. The two results combined reveal a 1 N -Nash Equilibrium for the approximating system of N players.

1. Mean Field Games for Jump Non-Linear Markov Process$(function(){PrimeFaces.cw("OverlayPanel","overlay956697",{id:"formSmash:j_idt744:0:j_idt748",widgetVar:"overlay956697",target:"formSmash:j_idt744:0:parentLink",showEvent:"mousedown",hideEvent:"mousedown",showEffect:"blind",hideEffect:"fade",appendToBody:true});});

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