Mean Field Games with Reflected Dynamics

Fuente: arXiv
Guardado en:
Detalles Bibliográficos
Autores principales: Jarni, Imane, Laayoun, Ayoub, Missaoui, Badr
Formato: Preprint
Publicado: 2025
Materias:
Acceso en línea:
Etiquetas: Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
_version_ 1866918373388976128
author Jarni, Imane
Laayoun, Ayoub
Missaoui, Badr
author_facet Jarni, Imane
Laayoun, Ayoub
Missaoui, Badr
contents This paper establishes an equilibrium existence result for a class of Mean Field Games involving Reflected Stochastic Differential Equations. The proof relies on the framework of relaxed controls and martingale problems.
format Preprint
id arxiv_https___arxiv_org_abs_2503_11024
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Mean Field Games with Reflected Dynamics
Jarni, Imane
Laayoun, Ayoub
Missaoui, Badr
Probability
Optimization and Control
This paper establishes an equilibrium existence result for a class of Mean Field Games involving Reflected Stochastic Differential Equations. The proof relies on the framework of relaxed controls and martingale problems.
title Mean Field Games with Reflected Dynamics
topic Probability
Optimization and Control
url https://arxiv.org/abs/2503.11024