Kolokoltsov, Vassili; Troeva, Marianna; Yang, Wei - In: Dynamic Games and Applications 4 (2014) 2, pp. 208-230
In this paper, we investigate the mean field games of N agents who are weakly coupled via the empirical measures. The underlying dynamics of the representative agent is assumed to be a controlled nonlinear diffusion process with variable coefficients. We show that individual optimal strategies...