DocumentCode
2887214
Title
Continuous time finite state space mean field games — A variational approach
Author
Gomes, Diogo A.
Author_Institution
Dept. de Mat., Inst. Super. Tenico, Lisbon, Portugal
fYear
2011
fDate
28-30 Sept. 2011
Firstpage
998
Lastpage
1001
Abstract
Mean field games model problems with competition between large numbers of rational agents that play non cooperative dynamic games under certain symmetry assumptions. In this paper we consider a class of mean-field two-state Markov decision problems and present a variational formulation for the corresponding mean field equations.
Keywords
Markov processes; game theory; variational techniques; continuous time mean field games; finite state space mean field games; mean field equation; mean field games model; mean-field two-state Markov decision problems; noncooperative dynamic games; rational agents; symmetry assumption; variational approach; Economics; Equations; Games; Markov processes; Mathematical model; Switches;
fLanguage
English
Publisher
ieee
Conference_Titel
Communication, Control, and Computing (Allerton), 2011 49th Annual Allerton Conference on
Conference_Location
Monticello, IL
Print_ISBN
978-1-4577-1817-5
Type
conf
DOI
10.1109/Allerton.2011.6120275
Filename
6120275
Link To Document