论文标题
平均现场游戏主程式的单调解决方案:有限状态空间和最佳停止
Monotone solutions for mean field games master equations : finite state space and optimal stopping
论文作者
论文摘要
我们为平均现场游戏主方程式提出了新的解决方案概念。这个概念使我们能够使用仅是连续的解决方案。我们证明了此类解决方案的独特性和稳定性的首先结果。事实证明,这个概念有助于表征最佳停止或脉冲控制的平均现场游戏的价值函数,这是本文下半年的主题。我们引入的解决方案的概念仅在单调情况下有用。我们将重点放在有限状态空间案例中。
We present a new notion of solution for mean field games master equations. This notion allows us to work with solutions which are merely continuous. We prove first results of uniqueness and stability for such solutions. It turns out that this notion is helpful to characterize the value function of mean field games of optimal stopping or impulse control and this is the topic of the second half of this paper. The notion of solution we introduce is only useful in the monotone case. We focus in this paper in the finite state space case.