Continuous time finite state space mean field games - A variational approach

Diogo Gomes*

*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

5 Scopus citations

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. We end the paper with a discussion of possible extensions and applications.

Original languageEnglish (US)
Title of host publication2011 49th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2011
Pages998-1001
Number of pages4
DOIs
StatePublished - Dec 1 2011
Event2011 49th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2011 - Monticello, IL, United States
Duration: Sep 28 2011Sep 30 2011

Publication series

Name2011 49th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2011

Other

Other2011 49th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2011
CountryUnited States
CityMonticello, IL
Period09/28/1109/30/11

ASJC Scopus subject areas

  • Computer Networks and Communications
  • Control and Systems Engineering

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