A probabilistic approach to extended finite state mean field games

Mathematics

• Nash Equilibrium 100%
• Optimal Control Theory 50%
• Stochastics 50%
• Finite Number 50%
• Cost Function 50%
• Continuous Time 50%
• Transition Rate 50%
• Continuous Time Markov Chain 50%
• Closed Loop 50%
• Weak Formulation 50%

Keyphrases

• Markov Strategies 33%
• Closed-loop Strategy 33%