Correlated equilibria for mean field games with progressive strategies

Ofelia Bonesini; Luciano Campi; Markus Fischer

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arXiv · 2212.01656

Correlated equilibria for mean field games with progressive strategies

Ofelia Bonesini·Luciano Campi·Markus Fischer

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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.

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Ofelia Bonesini, Luciano Campi, Markus Fischer. 2022-12-03. Correlated equilibria for mean field games with progressive strategies. https://arxiv.org/abs/2212.01656

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