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This paper studies the convergence problem for mean field games with common noise.
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2017
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S. Ahn, G. Kaplan, B. Moll, T. Winberry, and C. Wolf, When inequality matters for macro and macro matters for inequality , NBER macroeconomics annual 32
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E. Bayraktar and A. Cohen, Analysis of a finite state many player game using its master equation , SIAM Journal on Control and Optimization 56
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2018
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C. Bertucci, J.-M. Lasry, and P.-L. Lions, Some remarks on mean field games , Communications in Partial Differential Equations 44
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2020
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M. Nutz, J. San Martin, and X. Tan, Convergence to the mean field game limit: A case study , Ann. Appl. Probab. 30
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B. Acciaio, J. Backhoff-Veraguas, and J. Jia, Cournot-nash equilibrium and optimal transport in a dynamic setting , SIAM Journal on Control and Optimization 59
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