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.File in questo prodotto:
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