Strategic advantages in mean field games with a major player
This note is concerned with a modeling question arising from the mean field games theory. We show how to model mean field games involving a major player which has a strategic advantage, while only allowing closed loop markovian strategies for all the players. We illustrate this property through thre...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Académie des sciences
2020-06-01
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| Series: | Comptes Rendus. Mathématique |
| Online Access: | https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.5802/crmath.1/ |