Juan Pablo Maldonado Lopez - Discrete time mean field games: the short-stage limit

12:00
Thursday
10
Apr
2014
Organized by: 

Arnaud Legrand

Speaker: 

Juan Pablo Maldonado Lopez

Teams: 
Keywords: 
Abstract: 
We construct an approximate Nash equilibrium of a discrete time stochastic game with finitely many players. We study also the case when the duration of each stage goes to zero and discuss some possible applications and extensions.