KTH Mathematics
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KTH Mathematics
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Approximation result
A result indicating that the equilibrium control of a mean-field game (type game) is an approximate equilibrium for the N-player game. That is, if \hat{\alpha} minimizes the mean-field cost J over the admissible controls, then
J^i(\hat{\alpha}; \hat{\alpha}) \leq J^i(a; \hat{\alpha}) + \epsilon,\quad \forall i \in \{1,\dots, N\}.
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Published by: Alexander Aurell Updated: 09-02-2018 |