Krasovskii–Subbotin Approach to Mean Field Type Differential Games

Abstract

A mean field type differential game is a mathematical model of a large system of identical agents under mean field interaction controlled by two players with opposite purposes. We study the case when the dynamics of each agent is given by ODE and the players can observe the distribution of the agents. We construct suboptimal strategies and prove the existence of the value function. © 2018, Springer Science+Business Media, LLC, part of Springer Nature.