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arXiv · 2205.07703

Mean field games with incomplete information

Charles Bertucci
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Abstract

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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Charles Bertucci. 2022-05-16. Mean field games with incomplete information. https://arxiv.org/abs/2205.07703

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