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Comptes Rendus. Mathématique
Average Field Games, Partial Differential Equations
Strategic advantages in mean field games with a major player
Comptes Rendus. Mathématique, Volume 358 (2020) no. 2, pp. 113-118.

This note is concerned with a modeling question arising from the mean field games theory. We show how to model 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.

Cette note porte sur une problématique de modélisation issue de la théorie des jeux à champ moyen. On montre comment il est possible de modéliser des jeux à champ moyen avec un agent majoritaire qui a un avantage stratégique, tout en restant dans un cas où on ne considère que des stratégies markoviennes en boucles fermées pour tous les joueurs. Nous illustrons ce fait autour de trois exemples.

Received:
Accepted:
Published online:
DOI: 10.5802/crmath.1
Charles Bertucci 1; Jean-Michel Lasry 2; Pierre-Louis Lions 2, 3

1 CMAP, École Polytechnique, CNRS, 91128 Palaiseau, France
2 Université Paris-Dauphine, PSL Research University,UMR 7534, CEREMADE, 75016 Paris, France
3 Collège de France, 3 rue d’Ulm, 75005, Paris, France
License: CC-BY 4.0
Copyrights: The authors retain unrestricted copyrights and publishing rights
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Charles Bertucci; Jean-Michel Lasry; Pierre-Louis Lions. Strategic advantages in mean field games with a major player. Comptes Rendus. Mathématique, Volume 358 (2020) no. 2, pp. 113-118. doi : 10.5802/crmath.1. https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.5802/crmath.1/

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