Translation invariant mean field games with common noise
Translation invariant mean field games with common noise
复制标题
具有共同噪声的平移不变平均场博弈
DOI：
10.1214/ecp.v20-3822
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发表时间：
2014
期刊：
影响因子：
--
通讯作者：
K. Webster
中科院分区：
文献类型：
--
作者：
D. Lacker;K. Webster
本文重点介绍了一类特殊的平均场博弈，其中系数满足卷积型结构条件。这种带有公共噪声的平均场博弈通过简单的变换与某个没有公共噪声的平均场博弈相关，这允许从没有公共噪声的问题的解中容易地构建带有公共噪声的问题的解。
This note highlights a special class of mean field games in which the coefficients satisfy a convolution-type structural condition. A mean field game of this type with common noise is related to a certain mean field game without common noise by a simple transformation, which permits a tractable construction of a solution of the problem with common noise from a solution of the problem without.