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Pré-Publication, Document De Travail Année : 2020

STRATEGIC ADVANTAGES IN MEAN FIELD GAMES WITH A MAJOR PLAYER

Résumé

This note is concerned with a modeling question arising from the mean field games theory. We show how to model mean field games involving a major player which has a strategic advantage, while only allowing closed loop markovian strategies for all the players. We illustrate this property through three examples.
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hal-02471283 , version 1 (07-02-2020)

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Charles Bertucci, Jean-Michel Lasry, Pierre Louis Lions. STRATEGIC ADVANTAGES IN MEAN FIELD GAMES WITH A MAJOR PLAYER. 2020. ⟨hal-02471283⟩
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