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Dynamic Games and Applications

Erschienen in:

28.09.2019

Variational Time-Fractional Mean Field Games

verfasst von: Qing Tang, Fabio Camilli

Erschienen in: Dynamic Games and Applications | Ausgabe 2/2020

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Abstract

We consider the variational structure of a time-fractional second-order mean field games (MFG) system. The MFG system consists of time-fractional Fokker–Planck and Hamilton–Jacobi–Bellman equations. In such a situation, the individual agent follows a non-Markovian dynamics given by a subdiffusion process. Hence, the results of this paper extend the theory of variational MFG to the subdiffusive situation.

Vorheriger Artikel Limit Optimal Trajectories in Zero-Sum Stochastic Games

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Titel: Variational Time-Fractional Mean Field Games
verfasst von: Qing Tang
Fabio Camilli
Publikationsdatum: 28.09.2019
Verlag: Springer US
Erschienen in: Dynamic Games and Applications / Ausgabe 2/2020
Print ISSN: 2153-0785
Elektronische ISSN: 2153-0793
DOI: https://doi.org/10.1007/s13235-019-00330-2

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