In a discrete space and time framework, we study the mean field game limit for a class of symmetric N-player games based on the notion of correlated equilibrium. We give a definition of correlated solution that allows us to construct approximate N-player correlated equilibria that are robust with respect to progressive deviations. We illustrate our definition by way of an example with explicit solutions.

Correlated Equilibria for Mean Field Games with Progressive Strategies

Markus Fischer
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Abstract

In a discrete space and time framework, we study the mean field game limit for a class of symmetric N-player games based on the notion of correlated equilibrium. We give a definition of correlated solution that allows us to construct approximate N-player correlated equilibria that are robust with respect to progressive deviations. We illustrate our definition by way of an example with explicit solutions.
In corso di stampa
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11577/3512356
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