Some remarks on Mean Field Games.

Authors Publication date
2018
Publication type
Other
Summary We study in this paper three aspects of Mean Field Games. The first one is the case when the dynamics of each player depend on the strategies of the other players. The second one concerns the modeling of " noise " in discrete space models and the formulation of the Master Equation in this case. Finally, we show how Mean Field Games reduce to agent based models when the intertemporal preference rate goes to infinity, i.e. when the anticipation of the players vanishes.
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