%0 Journal Article
%T Mean Field Games and Nonlinear Markov Processes
%A Vassili N. Kolokoltsov
%A Jiajie Li
%A Wei Yang
%J Mathematics
%D 2011
%I arXiv
%X In this paper, we investigate the mean field games with $K$ classes of agents who are weakly coupled via the empirical measure. The underlying dynamics of the representative agents is assumed to be a controlled nonlinear Markov process associated with rather general integro-differential generators of L\'evy-Khintchine type (with variable coefficients). We show that nonlinear measure-valued kinetic equations describing the dynamic law of large numbers limit for system with large number N of agents are solvable and that their solutions represent 1/N-Nash equilibria for approximating systems of N agents.
%U http://arxiv.org/abs/1112.3744v2