Mean field games with common noise via Malliavin calculus
arxiv(2024)
摘要
In this work, we present an alternative proof to the existence of equilibria
for mean field games with common noise. By adapting a compactness criterion for
Malliavin differentiable random variables to random processes, we obtain strong
equilibria, in which the conditional mean and optimal control are adapted and
defined on the original probability space. The proof is simplified by the
assumption that players interact through a conditional mean process instead of
conditional probability measures as in the general case.
更多查看译文
AI 理解论文
溯源树
样例
![](https://originalfileserver.aminer.cn/sys/aminer/pubs/mrt_preview.jpeg)
生成溯源树,研究论文发展脉络
Chat Paper
正在生成论文摘要