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Mean field limit of a continuous time finite state game
Mean field limit continuous time finite state game
2010/11/19
Mean field games is a recent area of study introduced by Lions and Lasry in a series of seminal papers in 2006. Mean field games model situations of competition between large number of rational agent...
Stochastic Mean-Field Limit: Non-Lipschitz Forces \& Swarming
Mean-field limit diffusion Cucker-Smale collective behavior
2010/12/13
We consider general stochastic systems of interacting particles with noise which are relevant as models for the collective behavior of animals, and rigorously prove that in the mean-field limit the sy...