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Turnpikes for MFGs on Two-Dimensional Networks

  • Vassili N. KolokoltsovEmail author
  • Oleg A. Malafeyev
Chapter
Part of the Springer Series in Operations Research and Financial Engineering book series (ORFE)

Abstract

Here we develop a more general mean-field-game model for two-dimensional arrays of states, extending the models of Chapters  6 and  7 and providing full details for the simplest case of 2d states, \(d\in \mathbf {N}\). In order to tackle new technical difficulties arising from a larger state space, we introduce new asymptotic regimes, small discount, and small interaction asymptotics.

Copyright information

© Springer Nature Switzerland AG 2019

Authors and Affiliations

  1. 1.Department of StatisticsUniversity of WarwickCoventryUK
  2. 2.Faculty of Applied Mathematics and Control ProcessesSaint Petersburg State UniversitySaint PetersburgRussia

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