Discrete time mean field games : the short-stage limit

12:00
Jeudi
10
Avr
2014
Organisé par : 

Arnaud Legrand

Intervenant : 

Juan Pablo Maldonado Lopez

Équipes : 
Mots clés : 

F107

We construct an approximate Nash equilibrium of a discrete time stochastic game with finitely many players. We study also the case when the duration of each stage goes to zero and discuss some possible applications and extensions.