Abstract

The rationale of this chapter is the same as for the last chapter of the first volume of the book. We leverage the technology developed in the second volume to revisit some of the examples introduced in Chapter (Vol I)-1, and complete their mathematical analysis. We use some of the tools introduced for the analysis of mean field games with a common noise to study important game models which are not amenable to the theory covered by the first volume. These models include extensions to games with minor and major players, games of timing, and some finite state space models. We believe that these mean field game models have a great potential for the quantitative analysis of very important practical applications, and we show how the technology developed in the second volume of the book can be brought to bear on their solutions.

Original languageEnglish (US)
Title of host publicationProbability Theory and Stochastic Modelling
PublisherSpringer Nature
Pages541-663
Number of pages123
DOIs
StatePublished - 2018

Publication series

NameProbability Theory and Stochastic Modelling
Volume84
ISSN (Print)2199-3130
ISSN (Electronic)2199-3149

All Science Journal Classification (ASJC) codes

  • Control and Optimization
  • Modeling and Simulation
  • Statistics and Probability

Fingerprint

Dive into the research topics of 'Extensions for Volume II'. Together they form a unique fingerprint.

Cite this