Strategic advantages inmean field games with a major player

Charles Bertucci; Jean Michel Lasry; Pierre Louis Lions

doi:10.5802/CRMATH.1

Strategic advantages inmean field games with a major player

Charles Bertucci
, Jean Michel Lasry
, Pierre Louis Lions

Université Paris Dauphine
Collège de France

Research output: Contribution to journal › Article › peer-review

1 Citation (Scopus)

Abstract

This note is concerned with a modeling question arising fromthe mean field games theory.We show how tomodel 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.

Translated title of the contribution	Avantages stratégiques dans des jeux à champ moyen avec un agent majoritaire
Original language	English
Pages (from-to)	113-118
Number of pages	6
Journal	Comptes Rendus Mathematique
Volume	358
Issue number	2
DOIs	https://doi.org/10.5802/CRMATH.1
Publication status	Published - 15 Jun 2020

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abstract = "This note is concerned with a modeling question arising fromthe mean field games theory.We show how tomodel 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.",

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Strategic advantages inmean field games with a major player

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