On the Graphon Mean Field Game Equations: Individual Agent Affine Dynamics and Mean Field Dependent Performance Functions
Optimization and Control
2022-03-14 v3 Analysis of PDEs
Probability
Abstract
This paper establishes unique solvability of a class of Graphon Mean Field Game equations. The special case of a constant graphon yields the result for the Mean Field Game equations.
Keywords
Cite
@article{arxiv.2009.12144,
title = {On the Graphon Mean Field Game Equations: Individual Agent Affine Dynamics and Mean Field Dependent Performance Functions},
author = {Peter E. Caines and Daniel W. C. HO and Minyi Huang and Jiamin Jian and Qingshuo Song},
journal= {arXiv preprint arXiv:2009.12144},
year = {2022}
}
Comments
26 pages