On the convergence of finite state mean-field games through Γ-convergence

Mean field games

Jean‐Michel Lasry, Pierre-Louis Lions · Japanese journal of mathematics · 2007 · 2.6K citations

Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle

Peter E. Caines, Minyi Huang, Roland P. Malhamé · Communications in Information and Systems · 2006 · 1.6K citations · Full text

Natural Sciences, Mathematics, Physics +17

Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria

Minyi Huang, Peter E. Caines, Roland P. Malhamé · IEEE Transactions on Automatic Control · 2007 · 1.1K citations

Social Sciences, Economics, Decentralization +11

Long time average of mean field games

Pierre Cardaliaguet, Jean‐Michel Lasry, Pierre‐Louis Lions et al. · Networks and Heterogeneous Media · 2012 · 143 citations

Social Sciences, Mathematics, Dynamical Systems +16

Continuous Time Finite State Mean Field Games

Diogo A. Gomes, Joana Mohr, Rafael Rigão Souza · Applied Mathematics & Optimization · 2013 · 137 citations · Full text

Engineering, Mathematics, Dynamical Systems +9