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Translation invariant mean field games with common noise

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.

preprint2014arXivOpen access
Daniel LackerKevin Webster
math.OCmath.PR
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Daniel LackerKevin Webster

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