REMARKS ON NASH EQUILIBRIA IN MEAN FIELD GAME MODELS WITH A MAJOR PLAYER

被引：15

作者：

Cardaliaguet, P. ^{[1
]}

Cirant, M. ^{[2
]}

Porretta, A. ^{[3
]}

机构：

[1] Univ Paris 09, PSL Res Univ, CNRS, CEREMADE, F-75016 Paris, France

[2] Univ Parma, Dipartimento Sci Matemat Fis & Informat, Parco Area Sci 53-A, I-43124 Parma, Italy

[3] Univ Roma Tor Vergata, Dipartimento Matemat, Via Ric Sci 1, I-00133 Rome, Italy

来源：

PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY | 2020年 / 148卷 / 10期

关键词：

LQG GAMES; SYSTEMS;

D O I：

10.1090/proc/15135

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

For a mean field game model with a major and infinite minor players, we characterize a notion of Nash equilibrium via a system of so-called master equations, namely a system of nonlinear transport equations in the space of measures. Then, for games with a finite number N of minor players and a major player, we prove that the solution of the corresponding Nash system converges to the solution of the system of master equations as N tends to infinity.

引用

页码：4241 / 4255

页数：15

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