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Forcing finite state mean field games by a relevant form of common noise is a subtle issue, which has been addressed only recently.
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M. Fischer · 2017
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Limit theory for controlled mckean-vlasov dynamics
D. Lacker · 2017
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E. Bayraktar and A. Cohen · 2018
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Optimal stopping in mean field games, an obstacle problem approach
C. Bertucci · 2018
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N N -player games and mean-field games with absorption
L. Campi and M. Fischer · 2018
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Probabilistic theory of mean field games with applications. I
R. Carmona and F. Delarue · 2018
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Weak quantitative propagation of chaos via differential calculus on the space of measures
J.-F. Chassagneux, L. Szpruch, and A. Tse · 2019
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Mean Field Games with Branching
J. Claisse, Z. Ren, and X. Tan · 2019
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From the master equation to mean field game limit theory: a central limit theorem
F. Delarue, D. Lacker, and K. Ramanan · 2019
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On non-uniqueness in mean field games
E. Bayraktar and X. Zhang · 2020
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Probabilistic approach to finite state mean field games
A. Cecchin and M. Fischer · 2020
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From the master equation to mean field game limit theory: large deviations and concentration of measure
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Probabilistic theory of mean field games with applications. II
R. Carmona and F. Delarue · 2018
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A mean field game of optimal stopping
M. Nutz · 2018
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Some remarks on mean field games
C. Bertucci, J.-M. Lasry, and P.-L. Lions · 2019
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The master equation and the convergence problem in mean field games
P. Cardaliaguet, F. Delarue, J.-M. Lasry, and P.-L. Lions · 2019
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On the convergence problem in mean field games: a two state model without uniqueness
A. Cecchin, P. Dai Pra, M. Fischer, and G. Pelino · 2019
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Convergence, fluctuations and large deviations for finite state mean field games via the master equation
A. Cecchin and G. Pelino · 2019
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F. Delarue, D. Lacker, and K. Ramanan · 2020
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On the convergence of closed-loop Nash equilibria to the mean field game limit
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Finite state mean field games with Wright-Fisher common noise
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Selection by vanishing common noise for potential finite state mean field games
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Master equation for finite state mean field games with additive common noise
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