Correlated equilibria and mean field games: a simple model
Optimization and Control
2021-07-12 v2 Probability
Abstract
In the context of simple finite-state discrete time systems, we introduce a generalization of mean field game solution, called correlated solution, which can be seen as the mean field game analogue of a correlated equilibrium. Our notion of solution is justified in two ways: We prove that correlated solutions arise as limits of exchangeable correlated equilibria in restricted (Markov open-loop) strategies for the underlying -player games, and we show how to construct approximate -player correlated equilibria starting from a correlated solution to the mean field game.
Cite
@article{arxiv.2004.06185,
title = {Correlated equilibria and mean field games: a simple model},
author = {Luciano Campi and Markus Fischer},
journal= {arXiv preprint arXiv:2004.06185},
year = {2021}
}