• Medientyp: E-Book; Bericht; Studienarbeit
  • Titel: A Unifying Framework for Submodular Mean Field Games
  • Beteiligte: Dianetti, Jodi [VerfasserIn]; Ferrari, Giorgio [VerfasserIn]; Fischer, Markus [VerfasserIn]; Nendel, Max [VerfasserIn]
  • Erschienen: Center for Mathematical Economics, 2022
  • Sprache: Englisch
  • ISSN: 0931-6558
  • Schlagwörter: Markov chain ; submodularity ; singular stochastic control ; complete lattice of measures ; optimal stopping ; Mean field games ; Tarki's fixed point theorem ; refelcted diffusion
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  • Beschreibung: Dianetti J, Ferrari G, Fischer M, Nendel M. A Unifying Framework for Submodular Mean Field Games . Center for Mathematical Economics Working Papers. Vol 661. Bielefeld: Center for Mathematical Economics; 2022. ; We provide an abstract framework for submodular mean field games and identify verifiable sufficient conditions that allow to prove existence and approximation of strong mean field equilibria in models where data may not be continuous with respect to the measure parameter and common noise is allowed. The setting is general enough to encompass qualitatively different problems, such as mean field games for discrete time finite space Markov chains, singularly controlled and reflected diffusions, and mean field games of optimal timing. Our analysis hinges on Tarski's fixed point theorem, along with technical results on lattices of flows of probabiltiy and sub-probability measures. ; AMS (2020)subject classification: 49N80, 91A16, 93E20, 06B23.
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