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Translation invariant mean field games with common noise

Published 25 Sep 2014 in math.PR and math.OC | (1409.7345v1)

Abstract: 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.

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