Correlated Equilibria and Mean Field Games: A Simple Model

نویسندگان

چکیده

In the context of simple finite-state discrete time systems, we introduce a generalization mean field game solution, called correlated which can be seen as analogue equilibrium. Our notion solution is justified in two ways: prove that solutions arise limits exchangeable equilibria restricted (Markov open-loop) strategies for underlying N-player games, and show how to construct approximate starting from game.

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ژورنال

عنوان ژورنال: Mathematics of Operations Research

سال: 2022

ISSN: ['0364-765X', '1526-5471']

DOI: https://doi.org/10.1287/moor.2021.1206