Open AccessDiscrete time mean field games: The short-stage limit
Author(s) -
Juan Pablo Maldonado López
Publication year - 2015
Publication title -
journal of dynamics and games
Language(s) - English
Resource type - Journals
eISSN - 2164-6074
pISSN - 2164-6066
DOI - 10.3934/jdg.2015.2.89
Subject(s) - limit (mathematics) , stage (stratigraphy) , mean field theory , mathematics , duration (music) , field (mathematics) , time limit , discrete time and continuous time , mathematical economics , statistics , mathematical analysis , physics , economics , pure mathematics , quantum mechanics , paleontology , biology , management , acoustics
In this note we provide a model for discrete time mean field games. Our main contributions are an explicit approximation in the discounted case and an approximation result for a mean field game with short-stage duration.
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