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In the presence of a common noise, we study the convergence problems in mean field game (MFG) and mean field control (MFC) problem where the cost function and the state dynamics depend upon the joint conditional distribution of the controlled state and the control process.
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D. A. Gomes and V. K. Voskanyan · 2016
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F. Delarue, D. Lacker, and K. Ramanan · 2019
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On classical solutions to the mean field game system of controls
Z. Kobeissi · 2019
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An extended mean field game for storage in smart grids
C. Alasseur, I. Ben Taher, and A. Matoussi · 2020
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An example of multiple mean field limits in ergodic differential games
P. Cardaliaguet and C. Rainer · 2020
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From the master equation to mean field game limit theory: Large deviations and concentration of measure
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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On a strong form of propagation of chaos for McKean-Vlasov equations
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Superposition and mimicking theorems for conditional Mckean-Vlasov equations
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Convergence of large population games to mean field games with interaction through controls
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