Asymptotic Nash Equilibria of Finite-State Ergodic Markovian Mean Field Games
Fuente:
arXiv
Saved in:
| Main Authors: | Cohen, Asaf, Zell, Ethan |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Existence of Optimal Stationary Singular Controls and Mean Field Game Equilibria
by: Cohen, Asaf, et al.
Published: (2024)
by: Cohen, Asaf, et al.
Published: (2024)
Mean-Field Games with common Poissonian noise: a Maximum Principle approach
by: Hernández-Hernández, Daniel, et al.
Published: (2024)
by: Hernández-Hernández, Daniel, et al.
Published: (2024)
Robust Ergodic Control of Jump-Diffusion Systems under Drift and Intensity Uncertainty
by: Azze, Abel, et al.
Published: (2026)
by: Azze, Abel, et al.
Published: (2026)
Uniform-in-Time Convergence Rates to a Nonlinear Markov Chain for Mean-Field Interacting Jump Processes
by: Cohen, Asaf, et al.
Published: (2025)
by: Cohen, Asaf, et al.
Published: (2025)
Projected Inventory Level Policies for Lost Sales Inventory Systems: Asymptotic Optimality in Two Regimes
by: van Jaarsveld, Willem, et al.
Published: (2021)
by: van Jaarsveld, Willem, et al.
Published: (2021)
Equilibrium in Functional Stochastic Games with Mean-Field Interaction
by: Jaber, Eduardo Abi, et al.
Published: (2023)
by: Jaber, Eduardo Abi, et al.
Published: (2023)
Asymptotic Optimality of Projected Inventory Level Policies for Lost Sales Inventory Systems with Large Leadtime and Penalty Cost
by: Moradi, Poulad, et al.
Published: (2025)
by: Moradi, Poulad, et al.
Published: (2025)
Mean-Field Games with two-sided singular controls for Lévy processes
by: Oliú, Facundo
Published: (2025)
by: Oliú, Facundo
Published: (2025)
Utility maximization in multivariate Volterra models
by: Aichinger, Florian, et al.
Published: (2021)
by: Aichinger, Florian, et al.
Published: (2021)
On Approximate Nash Equilibria in Mean Field Games
by: Djete, Mao Fabrice, et al.
Published: (2026)
by: Djete, Mao Fabrice, et al.
Published: (2026)
Mean-Field Langevin Diffusions with Density-dependent Temperature
by: Huang, Yu-Jui, et al.
Published: (2025)
by: Huang, Yu-Jui, et al.
Published: (2025)
Quantitative convergence for displacement monotone Mean Field Games of control
by: Jackson, Joe, et al.
Published: (2025)
by: Jackson, Joe, et al.
Published: (2025)
Ergodicity and turnpike properties of linear-quadratic mean field control problems
by: Bayraktar, Erhan, et al.
Published: (2025)
by: Bayraktar, Erhan, et al.
Published: (2025)
On Optimal Markovian Couplings of Levy Processes
by: Kang, Wei Yang, et al.
Published: (2025)
by: Kang, Wei Yang, et al.
Published: (2025)
Stochastic Control Problems Motivated by Sailboat Trajectory Optimization
by: Ciccarella, Carlo, et al.
Published: (2024)
by: Ciccarella, Carlo, et al.
Published: (2024)
Convergence rates for ensemble-based solutions to optimal control of uncertain dynamical systems
by: Melnikov, Olena, et al.
Published: (2024)
by: Melnikov, Olena, et al.
Published: (2024)
Quadratically Regularized Optimal Transport: Existence and Multiplicity of Potentials
by: Nutz, Marcel
Published: (2024)
by: Nutz, Marcel
Published: (2024)
Stability and Sample Complexity of Divergence Regularized Optimal Transport
by: Bayraktar, Erhan, et al.
Published: (2022)
by: Bayraktar, Erhan, et al.
Published: (2022)
Stochastic Graphon Games with Jumps and Approximate Nash Equilibria
by: Amini, Hamed, et al.
Published: (2023)
by: Amini, Hamed, et al.
Published: (2023)
Finite State Mean Field Games with Common Shocks
by: Neumann, Berenice Anne, et al.
Published: (2024)
by: Neumann, Berenice Anne, et al.
Published: (2024)
Pasting of Equilibria and Donsker-type Results for Mean Field Games
by: Dianetti, Jodi, et al.
Published: (2024)
by: Dianetti, Jodi, et al.
Published: (2024)
Optimal Stopping of BSDEs with Constrained Jumps and Related Double Obstacle PDEs
by: Perninge, Magnus
Published: (2024)
by: Perninge, Magnus
Published: (2024)
Variational proof of conditional expectations
by: Castañeda, Hugo Guadalupe Reyna, et al.
Published: (2025)
by: Castañeda, Hugo Guadalupe Reyna, et al.
Published: (2025)
Oscillating solutions to the mean-field Langevin descent-ascent flow
by: Mourrat, Jean-Christophe, et al.
Published: (2026)
by: Mourrat, Jean-Christophe, et al.
Published: (2026)
The Stefan problem and free targets of optimal Brownian martingale transport
by: Kim, Inwon C., et al.
Published: (2021)
by: Kim, Inwon C., et al.
Published: (2021)
Approximation rates of entropic maps in semidiscrete optimal transport
by: Sadhu, Ritwik, et al.
Published: (2024)
by: Sadhu, Ritwik, et al.
Published: (2024)
A Tikhonov theorem for McKean-Vlasov two-scale systems and a new application to mean field optimal control problems
by: Burzoni, Matteo, et al.
Published: (2022)
by: Burzoni, Matteo, et al.
Published: (2022)
Stability for Nash Equilibrium Problems
by: Diao, Ruoyu, et al.
Published: (2024)
by: Diao, Ruoyu, et al.
Published: (2024)
Monotonicity in Quadratically Regularized Linear Programs
by: González-Sanz, Alberto, et al.
Published: (2024)
by: González-Sanz, Alberto, et al.
Published: (2024)
Set Values of Dynamic Nonzero Sum Games and Set Valued Hamiltonians
by: Qiao, Bixing, et al.
Published: (2024)
by: Qiao, Bixing, et al.
Published: (2024)
Deep Backward and Galerkin Methods for the Finite State Master Equation
by: Cohen, Asaf, et al.
Published: (2024)
by: Cohen, Asaf, et al.
Published: (2024)
Large Deviation Asymptotics for the Supermarket Model with Growing Choices
by: Budhiraja, Amarjit, et al.
Published: (2025)
by: Budhiraja, Amarjit, et al.
Published: (2025)
A Note on the Bias and Kemeny's Constant in Markov Reward Processes with an Application to Markov Chain Perturbation
by: Ortner, Ronald
Published: (2024)
by: Ortner, Ronald
Published: (2024)
Continuous-time mean field Markov decision models
by: Bäuerle, Nicole, et al.
Published: (2023)
by: Bäuerle, Nicole, et al.
Published: (2023)
Strategy Complexity of Limsup and Liminf Threshold Objectives in Countable MDPs, with Applications to Optimal Expected Payoffs
by: Mayr, Richard, et al.
Published: (2022)
by: Mayr, Richard, et al.
Published: (2022)
Failure of ambient closed-set large-deviation upper bounds in entropic optimal transport
by: Gwozdz, Maja
Published: (2026)
by: Gwozdz, Maja
Published: (2026)
Stochastic Optimal Control for Systems with Drifts of Bounded Variation: A Maximum Principle Approach
by: Bogso, Antoine Marie, et al.
Published: (2025)
by: Bogso, Antoine Marie, et al.
Published: (2025)
An exit contract optimization problem
by: He, Xihao, et al.
Published: (2021)
by: He, Xihao, et al.
Published: (2021)
On the Convergence Rate of Sinkhorn's Algorithm
by: Ghosal, Promit, et al.
Published: (2022)
by: Ghosal, Promit, et al.
Published: (2022)
Quantitative Convergence of Quadratically Regularized Linear Programs
by: González-Sanz, Alberto, et al.
Published: (2024)
by: González-Sanz, Alberto, et al.
Published: (2024)
Similar Items
-
Existence of Optimal Stationary Singular Controls and Mean Field Game Equilibria
by: Cohen, Asaf, et al.
Published: (2024) -
Mean-Field Games with common Poissonian noise: a Maximum Principle approach
by: Hernández-Hernández, Daniel, et al.
Published: (2024) -
Robust Ergodic Control of Jump-Diffusion Systems under Drift and Intensity Uncertainty
by: Azze, Abel, et al.
Published: (2026) -
Uniform-in-Time Convergence Rates to a Nonlinear Markov Chain for Mean-Field Interacting Jump Processes
by: Cohen, Asaf, et al.
Published: (2025) -
Projected Inventory Level Policies for Lost Sales Inventory Systems: Asymptotic Optimality in Two Regimes
by: van Jaarsveld, Willem, et al.
Published: (2021)