mlsanityData to 14 Oct 2026

Translation invariant mean field games with common noise

arXiv 1409.7345 ↗First posted 25 Sep 2014math.PR math.OCcited by 1

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Abstract (arXiv)

This note highlights a special class of mean field games in which the coefficients satisfy a convolution-type structural condition. A mean field game of this type with common noise is related to a certain mean field game without common noise by a simple transformation, which permits a tractable construction of a solution of the problem with common noise from a solution of the problem without.

Key facts. Cited by 1 paper in the map (data through 14 Oct 2026). First posted on arXiv 25 Sep 2014.

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