Luogo: Aula Seminari "-1" - Dipartimento di Matematica - Via Sommarive 14 - Povo - Trento
- Chiara Benazzoli - PhD in mathematics
We study a family of mean field games (MFGs) with a controlled jump component. We establish the existence of a solution in a relaxed version of the MFG and give conditions guaranteeing that the optimal strategies are in fact Markovian.
Such a game represents the limit, as n goes to infinity, of a n-player nonzero-sum stochastic differential game, with controlled jumps and mean field type interaction among the players.
Under the assumption that the limiting game admits a Markovian solution, we show that an approximate Nash equilibrium can be constructed for the finite-player game.
Supervisor: Luca Di Persio (Università di Verona)