A probabilistic approach to extended finite state mean field games

Mathematics

• Probabilistic Approach 100%
• Mean Field 89%
• Game 64%
• Nash Equilibrium 35%
• Strategy 33%
• Stochastic Optimal Control 20%
• Continuous-time Markov Chain 19%
• Weak Formulation 19%
• Semimartingale 18%
• Closed-loop 17%
• Cost Function 16%
• Existence and Uniqueness 11%
• Alternatives 9%

Business & Economics

• Nash Equilibrium 35%
• Markov Strategies 33%
• Continuous-time Markov Chain 29%
• Semimartingale 27%
• Stochastic Optimal Control 27%
• Regularity 20%
• Continuous Time 19%
• Uniqueness 19%
• Cost Function 18%
• Alternatives 9%

Engineering & Materials Science

• Markov chains 39%
• Cost functions 36%