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We consider an n-player symmetric stochastic game with weak interaction between the players.
Markov processes
S. N. Ethier and T. G. Kurtz · 1986
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Limit theorems for stochastic processes
J. Jacod and A. N. Shiryaev · 1987
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Stochastic integration and differential equations
P. E. Protter · 2004
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Large population stochastic dynamic games: Closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
M. Huang, R. P. Malhamé, and P. E. Caines · 2006
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Jeux à champ moyen. I. Le cas stationnaire
J.-M. Lasry and P.-L. Lions · 2006
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Jeux à champ moyen. II. Horizon fini et contrôle optimal
J.-M. Lasry and P.-L. Lions · 2006
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The Nash certainty equivalence principle and Mckean-Vlasov systems: An invariance principle and entry adaptation
M. Huang, P. E. Caines, and R. P. Malhamé · 2007
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Mean field games
J.-M. Lasry and P.-L. Lions · 2007
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Notes on mean field games
P. Cardaliaguet · 2013
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Probabilistic analysis of mean-field games
R. Carmona and F. Delarue · 2013
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Continuous time finite state mean field games
D. A. Gomes, J. Mohr, and R. R. Souza · 2013
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Sensitivity analysis for HJB equations with an application to coupled backward-forward systems
V. Kolokoltsov and W. Yang · 2013
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The master equation for large population equilibriums
R. Carmona and F. Delarue · 2014
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Dual two-state mean-field games
D. Gomes, R. M. Velho, and M.-T. Wolfram · 2014
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Socio-economic applications of finite state mean field games
D. Gomes, R. M. Velho, and M.-T. Wolfram · 2014
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Finite state mean field games with major and minor players
R. Carmona and P. Wang · 2016
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Mean-field games with explicit interactions
J. Doncel, N. Gast, and B. Gaujal · 2016
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Large deviation principle for finite-state mean field interacting particle systems
P. Dupuis, K. Ramanan, and W. Wu · 2016
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A numerical scheme for a mean field game in some queueing systems based on Markov chain approximation method
E. Bayraktar, A. Budhiraja, and A. Cohen · 2017
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Rate control under heavy traffic with strategic servers
E. Bayraktar, A. Budhiraja, and A. Cohen · 2017
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The master equation and asymptotics for mean field games
F. Delarue, D. Lacker, and K. Ramanan · 2017
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