论文标题
零和均值野外Dynkin游戏：表征和融合
Zero-sum mean-field Dynkin games: characterization and convergence
论文作者
论文摘要
我们将均值场类型的零和游戏问题引入了经典的零和Dynkin游戏问题的扩展，以使收益流程可能取决于游戏的价值及其概率定律。我们建立了足够的条件，在这些条件下，这种游戏承认一个价值和鞍点。此外，我们提供了游戏价值的特征，以一类特定类别反映的均值型场类型的后向后随机微分方程（BSD），为此我们得出存在和独特性结果。然后，我们引入了一个相应的零和零型Dynkin游戏的系统，并显示了其良好的系统。最后，我们为零和均值菲尔德·特尼金游戏的价值提供了混乱结果的传播。
We introduce a zero-sum game problem of mean-field type as an extension of the classical zero-sum Dynkin game problem to the case where the payoff processes might depend on the value of the game and its probability law. We establish sufficient conditions under which such a game admits a value and a saddle point. Furthermore, we provide a characterization of the value of the game in terms of a specific class of doubly reflected backward stochastic differential equations (BSDEs) of mean-field type, for which we derive an existence and uniqueness result. We then introduce a corresponding system of weakly interacting zero-sum Dynkin games and show its well-posedness. Finally, we provide a propagation of chaos result for the value of the zero-sum mean-field Dynkin game.
