0.0.1 Thursday April 10th 2025
Notes:
- Could not find helpful reading from Ulrich Horst.
- Scheduling weekly study sessions with Haosheng to understand MFG.
0.0.2 Wednesday April 2nd 2025
Notes:
- It is currently too dense but eventually aim to read Learning Discrete Time Major-Minor MF Games.
- Reading topics:
- Ulrich Horst - Equilibrium in financial markets MF limit order book papers (also check similar authors and suggested articles);
- Fictitious play algorithm (finitely many agents) for solving finite equilibrium problems (Ruimeng has papers on this) [[handeepfictitiousplay2020]];
- Dynamic Noncooperative Game Theory textbook
Action Points:
- Continue reading into stochastic games by sequentially working through the following topics:
- SDE and Itô Calculus;
- [[markov-decision-process|Markov Decision Processes (MDP)]] (Single Player Discrete Time Games);
- Stochastic Control (Single Player Continuous Time Games);
- Stochastic Games (Multiple Player Continuous Time Games);
- Mean Field Games (Infinite Player Continuous Time Games).