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Optimal stopping in mean field games, an obstacle problem approach. (arXiv:1704.06553v1 [math.AP])
来源于:arXiv
This paper is interested in the problem of optimal stopping in a mean field
game context. The notion of mixed solution is introduced to solve the system of
partial differential equations which models this kind of problem. This notion
emphasizes the fact that Nash equilibria of the game are in mixed strategies.
Existence and uniqueness of such solutions are proved under general assumptions
for both stationary and evolutive problems. 查看全文>>