Discrete-time mean field games with risk-averse agents

نویسندگان

چکیده

We propose and investigate a discrete-time mean field game model involving risk-averse agents, each of them controlling linear dynamical system. The under study is coupled system dynamic programming equations with Kolmogorov equation. agents’ risk aversion modeled by composite measures. existence solution to the obtained fixed point approach. corresponding feedback control allows construct an approximate Nash equilibrium for related finitely many players.

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ژورنال

عنوان ژورنال: ESAIM: Control, Optimisation and Calculus of Variations

سال: 2021

ISSN: ['1262-3377', '1292-8119']

DOI: https://doi.org/10.1051/cocv/2021044