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dc.contributor.authorCardaliaguet, Pierre
dc.contributor.authorCirant, Marco
dc.contributor.authorPorretta, Alessio
dc.date.accessioned2019-02-27T12:57:26Z
dc.date.available2019-02-27T12:57:26Z
dc.date.issued2018
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/18495
dc.language.isoenen
dc.subjectmean field game modelsen
dc.subjectNash equilibriumen
dc.subject.ddc519en
dc.titleRemarks on Nash equilibria in mean field game models with a major playeren
dc.typeDocument de travail / Working paper
dc.description.abstractenFor a mean field game model with a major and infinite minor players, we characterize a notion of Nash equilibrium via a system of so-called master equations, namely a system of nonlinear transport equations in the space of measures. Then, for games with a finite number N of minor players and a major player, we prove that the solution of the corresponding Nash system converges to the solution of the system of master equations as N tends to infinity.en
dc.identifier.citationpages15en
dc.relation.ispartofseriestitleCahier de recherche CEREMADE, Université Paris-Dauphineen
dc.identifier.urlsitehttps://hal.archives-ouvertes.fr/hal-01913985en
dc.subject.ddclabelProbabilités et mathématiques appliquéesen
dc.identifier.citationdate2018-11
dc.description.ssrncandidatenonen
dc.description.halcandidatenonen
dc.description.readershiprechercheen
dc.description.audienceInternationalen
dc.date.updated2019-02-27T12:49:54Z
hal.person.labIds60
hal.person.labIds15788
hal.person.labIds15788


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