Pré-Publication, Document De Travail Année : 2023

Mean field games with incomplete information

Résumé

This paper is concerned with mean field games in which the players do not know the repartition of the other players. First a case in which the players do not gain information is studied. Results of existence and uniqueness are proved and discussed. Then, a case in which the players observe the payments is investigated. A master equation is derived and partial results of uniqueness are given for this more involved case.

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Dates et versions

hal-03666652 , version 1 (12-05-2022)
hal-03666652 , version 2 (02-08-2023)

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Charles Bertucci. Mean field games with incomplete information. 2023. ⟨hal-03666652v2⟩
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