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Extended mean field games

Bibliography:

D. Gomes, V. Voskanyan, Extended mean field games. To appear SIAM J. Cont. and Opt.

Authors:

D. Gomes, V. Voskanyan

Keywords:

mean field games, random variables, velocity field dependence

Year:

2013

Abstract:

In this paper we present a reformulation of the original mean field problem using random variables point of view, which allows us to consider situations where the interaction a player and the mean field also takes into account the collective behavior of the players but not only its state. We prove an existence result for this type of mean field games in the case of quadratic Hamiltonians.

ISSN:

2013