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.
| Origine | Fichiers produits par l'(les) auteur(s) |
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