Markov--Nash Equilibria in Mean-Field Games with Discounted Cost
Markov--Nash Equilibria in Mean-Field Games with Discounted Cost
In this paper, we consider discrete-time dynamic games of the mean-field type with a finite number $N$ of agents subject to an infinite-horizon discounted-cost optimality criterion. The state space of each agent is a Polish space. At each time, the agents are coupled through the empirical distribution of their states, …