A Note on Nonconvex Mean Field Games
Analysis of PDEs
2016-12-15 v1
Abstract
We introduce a nonconvex Mean Field Games system by studying a model with a large number of identical pairs of players who are all rational, and each pair plays an identical zero-sum differential game. We study existence and uniqueness of solutions for a simple system in this context.
Cite
@article{arxiv.1612.04725,
title = {A Note on Nonconvex Mean Field Games},
author = {Hung Vinh Tran},
journal= {arXiv preprint arXiv:1612.04725},
year = {2016}
}