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Pré-Publication, Document De Travail Année : 2018

Some remarks on Mean Field Games

Résumé

We study in this paper three aspects of Mean Field Games. The first one is the case when the dynamics of each player depend on the strategies of the other players. The second one concerns the modeling of " noise " in discrete space models and the formulation of the Master Equation in this case. Finally, we show how Mean Field Games reduce to agent based models when the intertemporal preference rate goes to infinity, i.e. when the anticipation of the players vanishes.
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Dates et versions

hal-01851626 , version 1 (30-07-2018)

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Charles Bertucci, Jean-Michel Lasry, Pierre Louis Lions. Some remarks on Mean Field Games. 2018. ⟨hal-01851626⟩
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