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This work is mainly concerned with the so-called limit theory for mean-field games.
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Continuous time finite state mean field games
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F. Delarue, D. Lacker, and K. Ramanan · 2019
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R. Élie and D. Possamaï · 2019
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A tale of a principal and many many agents
R. Élie, T. Mastrolia, and D. Possamaï · 2019
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Sharp asymptotic and finite-sample rates of convergence of empirical measures in Wasserstein distance
J. Weed and F. Bach · 2019
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An extended mean field game for storage in smart grids
C. Alasseur, I. Ben Tahar, and A. Matoussi · 2020
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Selection of equilibria in a linear quadratic mean-field game
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Optimal control and zero-sum stochastic differential game problems of mean-field type
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Zero-sum path-dependent stochastic differential games in weak formulation
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