Published 2017 | Version v1
Conference paper

MEAN FIELD GAMES: A TOY MODEL ON AN ERDOS-RENYI GRAPH

Description

The purpose of this short article is to address a simple example of a game with a large number of players in mean field interaction when the graph connection between them is not complete but is of the Erdös-Renyi type. We study the quenched convergence of the equilibria towards the solution of a mean field game. To do so, we follow recent works on the convergence problem for mean field games and we heavily use the fact that the master equation of the asymptotic game has a strong solution.

Abstract

International audience

Additional details

Identifiers

URL
https://hal.science/hal-01457409
URN
urn:oai:HAL:hal-01457409v1

Origin repository

Origin repository
UNICA