Non linear Markov Processes

An approximate Nash equilibrium for pure jump Markov games of mean-field-type on continuous state space.
We investigate mean-field games from the point of view of a large number of indistinguishable players, which eventually converges to …
PDF Cite
An approximate Nash equilibrium for pure jump Markov games of mean-field-type on continuous state space.
Mean Field Games
PhD thesis in Mean field games for Jump Processes
Interview article
Mean Field Games
An Epsilon Nash Equilibrium For Non-Linear Markov Games of Mean-Field-Type on Finite Spaces.
We investigate mean field games for players, who are weakly coupled via their empirical measure. To this end we investigate …
PDF Cite
An Epsilon Nash Equilibrium For Non-Linear Markov Games of Mean-Field-Type on Finite Spaces.