Wellposedness of Mean Field Games with Common Noise under a Weak Monotonicity Condition
Work
Year: 2016
Type: article
Abstract: In this paper, we consider mean field games in the presence of common noise relaxing the usual independence assumption of individual random noise. We assume a simple linear model with terminal cost sa... more
Author Saran Ahuja
Institution Stanford University
Cites: 44
Cited by: 71
Related to: 10
FWCI: 12.43
Citation percentile (by year/subfield): 96.19
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Reduced inequalities
Open Access status: green