A Nash equilibrium macroscopic closure for kinetic models coupled with Mean-Field Games
Mathematical Physics
2012-12-27 v1 math.MP
Abstract
We introduce a new mean field kinetic model for systems of rational agents interacting in a game theoretical framework. This model is inspired from non-cooperative anonymous games with a continuum of players and Mean-Field Games. The large time behavior of the system is given by a macroscopic closure with a Nash equilibrium serving as the local thermodynamic equilibrium. An application of the presented theory to a social model (herding behavior) is discussed.
Keywords
Cite
@article{arxiv.1212.6130,
title = {A Nash equilibrium macroscopic closure for kinetic models coupled with Mean-Field Games},
author = {Pierre Degond and Jian-Guo Liu and Christian Ringhofer},
journal= {arXiv preprint arXiv:1212.6130},
year = {2012}
}