Cao, Haoyang; Dianetti, Jodi; Ferrari, Giorgio: Stationary Discounted and Ergodic Mean Field Games of Singular Control. In: . Jg.650. 2021, S. 29 ff.
Inhalt
- 1. Introduction
- 2. The probabilistic setting
- 3. The stationary mean field games
- 4. Existence, uniqueness, and characterization of the mean field equilibria
- 5. Connecting discounted and ergodic MFGs: The Abelian limit
- 6. Mean-field vs. N-player: approximation results
- 7. Explicit and numerical illustrations in a case study
- 7.1. The solution to the discounted MFG
- 7.2. The solution to the ergodic MFG
- 7.3. Sensitivity analysis of mean field equilibria
- 8. Conclusions
- 9. Appendices
- 9.1. Proof of Theorem 4.2
- 9.2. Proof of Theorem 4.4
- 9.3. Proof of Lemma 5.1
- 9.4. Proof of Theorem 5.2
- 9.5. Proof of Lemma 6.4
- 9.6. Proof of Theorem 6.5
- References