The purpose of this paper is to develop the mean field game theory with several populations. In particular we exploit the connection between the MFG system and master equation and at the end of this paper we show that the solution of the multi-popultaion Nash system converges to the solution of the multi-population master equation.
The master equation and the convergence problems in mean field games with several populations.
DI FABIO, GIUSEPPE
2022/2023
Abstract
The purpose of this paper is to develop the mean field game theory with several populations. In particular we exploit the connection between the MFG system and master equation and at the end of this paper we show that the solution of the multi-popultaion Nash system converges to the solution of the multi-population master equation.File in questo prodotto:
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Utilizza questo identificativo per citare o creare un link a questo documento:
https://hdl.handle.net/20.500.12608/56022