Monotonicity methods for Mean-Field Games
Mean-field games (MFGs) model the behavior of large populations of rational agents. Each agent seeks to minimize an individual cost that depends on the statistical distribution of the population. Roughly speaking, MFGs are given by the limit of differential games with N agents as N goes to infinity....
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Language: | en |
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2021
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Online Access: | Tada, T. (2021). Monotonicity methods for Mean-Field Games. KAUST Research Repository. https://doi.org/10.25781/KAUST-N05C3 http://hdl.handle.net/10754/673714 |