A Unifying Framework for Submodular Mean Field Games

Dianetti J, Ferrari G, Fischer M, Nendel M (2022)
Mathematics of Operations Research .

Zeitschriftenaufsatz | E-Veröff. vor dem Druck | Englisch
 
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Abstract / Bemerkung
We provide an abstract framework for submodular mean field games and identify verifiable sufficient conditions that allow us to prove the existence and approximation of strong mean field equilibria in models where data may not be continuous with respect to the measure parameter and common noise is allowed. The setting is general enough to encompass qualitatively different problems, such as mean field games for discrete time finite space Markov chains, singularly controlled and reflected diffusions, and mean field games of optimal timing. Our analysis hinges on Tarski's fixed point theorem, along with technical results on lattices of flows of probability and subprobability measures.
Stichworte
mean field games; submodularity; complete lattice of measures; Tarski?s; fixed point theorem; Markov chain; singular stochastic control; reflected diffusion; optimal stopping
Erscheinungsjahr
2022
Zeitschriftentitel
Mathematics of Operations Research
ISSN
0364-765X
eISSN
1526-5471
Page URI
https://pub.uni-bielefeld.de/record/2978299

Zitieren

Dianetti J, Ferrari G, Fischer M, Nendel M. A Unifying Framework for Submodular Mean Field Games. Mathematics of Operations Research . 2022.
Dianetti, J., Ferrari, G., Fischer, M., & Nendel, M. (2022). A Unifying Framework for Submodular Mean Field Games. Mathematics of Operations Research . https://doi.org/10.1287/moor.2022.1316
Dianetti, Jodi, Ferrari, Giorgio, Fischer, Markus, and Nendel, Max. 2022. “A Unifying Framework for Submodular Mean Field Games”. Mathematics of Operations Research .
Dianetti, J., Ferrari, G., Fischer, M., and Nendel, M. (2022). A Unifying Framework for Submodular Mean Field Games. Mathematics of Operations Research .
Dianetti, J., et al., 2022. A Unifying Framework for Submodular Mean Field Games. Mathematics of Operations Research .
J. Dianetti, et al., “A Unifying Framework for Submodular Mean Field Games”, Mathematics of Operations Research , 2022.
Dianetti, J., Ferrari, G., Fischer, M., Nendel, M.: A Unifying Framework for Submodular Mean Field Games. Mathematics of Operations Research . (2022).
Dianetti, Jodi, Ferrari, Giorgio, Fischer, Markus, and Nendel, Max. “A Unifying Framework for Submodular Mean Field Games”. Mathematics of Operations Research (2022).
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