Large-scale dynamics of Mean-Field Games driven by local Nash equilibria (previously : A Nash equilibrium macroscopic closure for kinetic models coupled with Mean-Field Games)
Résumé
We introduce a new mean field kinetic model for systems of rational agents interacting in a game theoretical framework. This model is inspired from non-cooperative anonymous games with a continuum of players and Mean-Field Games. The large time behavior of the system is given by a macroscopic closure with a Nash equilibrium serving as the local thermodynamic equilibrium. An application of the presented theory to a social model (herding behavior) is discussed.
Domaines
Physique mathématique [math-ph]
Origine : Fichiers produits par l'(les) auteur(s)
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