Seminar

Mean field games with local coupling

Pierre Cardaliaguet (Université Paris Dauphine - CEREMADE)

November 3, 2014, 14:00–15:00

Toulouse

Room MF 323

Decision Mathematics Seminar

Abstract

We will discuss several aspects of mean field games (MFG), which are differential games with infinitely many small agents. Here we consider MFG with local coupling, meaning that the agents only interact with the other agent which are in a very close neighborhood. These MFG games turn out to be potential games, thus allowing to build solutions by techniques of calculus of variation. We will also show how the solution of the mean field game system can be used to build approximate Nash equilibria for differential games with a finite number of players. Plusieurs articles liés au thème : Références sur HAL: hal-01049834, hal-00925905, hal-00827957.