Extended deterministic mean-field games
Analysis of PDEs
2015-06-23 v3
Abstract
In this paper, we consider mean-field games where the interaction of each player with the mean-field takes into account not only the states of the players but also their collective behavior, To do so, we develop a random variable framework that is particularly convenient for these problems. We prove an existence result for extended mean-field games and establish uniqueness conditions. In the last section, we consider the Master Equation and discuss properties of its solutions.
Cite
@article{arxiv.1305.2600,
title = {Extended deterministic mean-field games},
author = {Diogo A. Gomes and Vardan K. Voskanyan},
journal= {arXiv preprint arXiv:1305.2600},
year = {2015}
}