Partial differential equations/Game theory
Mean-field games with a major player
Comptes Rendus. Mathématique, Volume 356 (2018) no. 8, pp. 886-890.

We introduce and study mathematically a new class of mean-field-game systems of equations. This class of equations allows us to model situations involving one major player (or agent) and a “large” group of “small” players.

Nous introduisons et étudions mathématiquement une classe nouvelle de jeux à champ moyen. Les systèmes d'équations que nous présentons permettent de modéliser les situations faisant intervenir un joueur dominant et un « grand » groupe de « petits » joueurs.

Received:
Accepted:
Published online:
DOI: 10.1016/j.crma.2018.06.001
Lasry, Jean-Michel 1; Lions, Pierre-Louis 2

1 Université Paris-Dauphine–PSL, place du Maréchal-de Lattre-de-Tassigny, 75775 Paris cedex 16, France
2 Collège de France–PSL, 3 rue d'Ulm, 75005 Paris, France
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Lasry, Jean-Michel; Lions, Pierre-Louis. Mean-field games with a major player. Comptes Rendus. Mathématique, Volume 356 (2018) no. 8, pp. 886-890. doi : 10.1016/j.crma.2018.06.001. http://www.numdam.org/articles/10.1016/j.crma.2018.06.001/

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