Discrete time mean field games: The short-stage limit

Juan Pablo Maldonado  López

doi:10.3934/jdg.2015.2.89

Article Contents

2015, Volume 2, Issue 1: 89-101. Doi: 10.3934/jdg.2015.2.89

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Discrete time mean field games: The short-stage limit

Juan Pablo Maldonado López^1,

1.
Sorbonne Universités, UPMC Univ Paris 06, UMR 7586, IMJ-PRG, case 247, 4 place Jussieu, F-75005, Paris

Received: March 2014

Revised: February 2015

Published: January 2015

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Abstract

In this note we provide a model for discrete time mean field games. Our main contributions are an explicit approximation in the discounted case and an approximation result for a mean field game with short-stage duration.

Keywords:

Mathematics Subject Classification: Primary: 91Axx; Secondary: 91A06, 91A10, 91A13, 91A25, 91A50, 91A99.

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