Mean field games with incomplete information
Analysis of PDEs
2023-08-03 v2
Abstract
This paper is concerned with mean field games in which the players do not know the repartition of the other players. First a case in which the players do not gain information is studied. Results of existence and uniqueness are proved and discussed. Then, a case in which the players observe the payments is investigated. A master equation is derived and partial results of uniqueness are given for this more involved case.
Cite
@article{arxiv.2205.07703,
title = {Mean field games with incomplete information},
author = {Charles Bertucci},
journal= {arXiv preprint arXiv:2205.07703},
year = {2023}
}