Quantitative Convergence for Displacement Monotone Mean Field Games with Controlled Volatility
Quantitative Convergence for Displacement Monotone Mean Field Games with Controlled Volatility
We study the convergence problem for mean field games with common noise and controlled volatility. We adopt the strategy recently put forth by Laurière and the second author, using the maximum principle to recast the convergence problem as a question of “forward-backward propagation of chaos” (i.e., (conditional) propagation of chaos …