Correlated Equilibria for Mean Field Games with Progressive Strategies
成果类型:
Article
署名作者:
Bonesini, Ofelia; Campi, Luciano; Fischer, Markus
署名单位:
Imperial College London; University of Padua; University of Milan
刊物名称:
MATHEMATICS OF OPERATIONS RESEARCH
ISSN/ISSBN:
0364-765X
DOI:
10.1287/moor.2022.0357
发表日期:
2025
关键词:
摘要:
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 us 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.