epsilon-Nash Mean Field Game Theory for Nonlinear Stochastic Dynamical Systems with Major and Minor Agents

This paper studies a large population dynamic game involving nonlinear stochastic dynamical systems with agents of the following mixed types: (i) a major agent, and (ii) a population of $N$ minor agents where $N$ is very large. The major and minor (MM) agents are coupled via both: (i) their individu...

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Hauptverfasser:	Nourian, Mojtaba, Caines, Peter E
Format:	Artikel
Sprache:	eng
Schlagworte:	Mathematics - Optimization and Control
Online-Zugang:	Volltext bestellen
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