In a discrete space and time framework, we study the mean field game limit for a class of symmetric $N$-player games based on the notion of correlated equilibrium. We give a definition of correlated solution that allows to construct approximate $N$-player correlated equilibria that are robust with respect to progressive deviations. We illustrate our definition by way of an example with explicit solutions.

Correlated equilibria for mean field games with progressive strategies / O. Bonesini, L. Campi, M. Fischer. - (2022 Dec 03).

Correlated equilibria for mean field games with progressive strategies

L. Campi;
2022

Abstract

In a discrete space and time framework, we study the mean field game limit for a class of symmetric $N$-player games based on the notion of correlated equilibrium. We give a definition of correlated solution that allows to construct approximate $N$-player correlated equilibria that are robust with respect to progressive deviations. We illustrate our definition by way of an example with explicit solutions.
Nash equilibrium; correlated equilibrium; mean field game; weak convergence; ex-changeability; progressive strategies
Settore MAT/06 - Probabilita' e Statistica Matematica
http://arxiv.org/abs/2212.01656v1
File in questo prodotto:
File Dimensione Formato  
2212.01656.pdf

accesso aperto

Tipologia: Pre-print (manoscritto inviato all'editore)
Dimensione 437.96 kB
Formato Adobe PDF
437.96 kB Adobe PDF Visualizza/Apri
Pubblicazioni consigliate

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2434/947717
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus ND
  • ???jsp.display-item.citation.isi??? ND
social impact