Published 2017
| Version v1
Conference paper
MEAN FIELD GAMES: A TOY MODEL ON AN ERDOS-RENYI GRAPH
Creators
Contributors
Others:
- Laboratoire Jean Alexandre Dieudonné (JAD) ; Université Nice Sophia Antipolis (1965 - 2019) (UNS) ; COMUE Université Côte d'Azur (2015-2019) (COMUE UCA)-COMUE Université Côte d'Azur (2015-2019) (COMUE UCA)-Centre National de la Recherche Scientifique (CNRS)-Université Côte d'Azur (UCA)
- ANR-16-CE40-0015,MFG,Jeux Champs Moyen(2016)
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 audienceAdditional details
Identifiers
- URL
- https://hal.science/hal-01457409
- URN
- urn:oai:HAL:hal-01457409v1
Origin repository
- Origin repository
- UNICA