Translation invariant mean field games with common noise
Probability
2014-09-26 v1 Optimization and Control
Abstract
This note highlights a special class of mean field games in which the coefficients satisfy a convolution-type structural condition. A mean field game of this type with common noise is related to a certain mean field game without common noise by a simple transformation, which permits a tractable construction of a solution of the problem with common noise from a solution of the problem without.
Keywords
Cite
@article{arxiv.1409.7345,
title = {Translation invariant mean field games with common noise},
author = {Daniel Lacker and Kevin Webster},
journal= {arXiv preprint arXiv:1409.7345},
year = {2014}
}