Learning in Mean Field Games: the Fictitious Play.

< Back to ILB Patrimony
Authors
Publication date
2017
Publication type
Journal Article
Summary Mean Field Game systems describe equilibrium configurations in differential games with infinitely many infinitesimal interacting agents. We introduce a learning procedure (similar to the Fictitious Play) for these games and show its convergence when the Mean Field Game is potential.
Publisher
EDP Sciences
See the publication
Topics of the publication
    No themes identified
Themes detected by scanR from retrieved publications. For more information, see https://scanr.enseignementsup-recherche.gouv.fr