论文标题

诺伊曼边界条件的平均现场游戏中的收敛问题

The Convergence Problem in Mean Field Games with Neumann Boundary Conditions

论文作者

Ricciardi, Michele

论文摘要

在本文中,我们研究了N-Gearibria在N-玩家差异游戏中NASH Equilibria在平均野外游戏中的最佳策略中的融合,当时通用玩家的动态包括一个保证状态空间不变性的反射过程。主方程的适当性使我们能够使用其解决方案U来构建有限的维度投影,这将在某些合适的空间中收敛到NASH系统的解决方案。

In this article we study the convergence of the Nash Equilibria in a N-player differential game towards the optimal strategies in the Mean Field Games, when the dynamic of the generic player includes a reflection process which guarantees the invariance of the state space. The well-posedness of the Master Equation allows us to use its solution U in order to construct finite dimensional projections, which will converge, in some suitable spaces, to the solution of the Nash system.

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