Article Dans Une Revue ESAIM: Control, Optimisation and Calculus of Variations Année : 2017

Learning in Mean Field Games: the Fictitious Play

Résumé

Mean Field Game systems describe equilibrium configurations in differential games with infinitely many infinitesimal interacting agents. We introduce a learning procedure (similar to the Fictitious Play) for these games and show its convergence when the Mean Field Game is potential.

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Dates et versions

hal-01179503 , version 1 (22-07-2015)
hal-01179503 , version 2 (30-07-2015)

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Pierre Cardaliaguet, Saeed Hadikhanloo. Learning in Mean Field Games: the Fictitious Play. ESAIM: Control, Optimisation and Calculus of Variations, 2017, 23 (2), pp.569-591. ⟨hal-01179503v2⟩
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