[Avantages stratégiques dans des jeux à champ moyen avec un agent majoritaire]
Cette note porte sur une problématique de modélisation issue de la théorie des jeux à champ moyen. On montre comment il est possible de modéliser des jeux à champ moyen avec un agent majoritaire qui a un avantage stratégique, tout en restant dans un cas où on ne considère que des stratégies markoviennes en boucles fermées pour tous les joueurs. Nous illustrons ce fait autour de trois exemples.
This note is concerned with a modeling question arising from the mean field games theory. We show how to model mean field games involving a major player which has a strategic advantage, while only allowing closed loop markovian strategies for all the players. We illustrate this property through three examples.
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@article{CRMATH_2020__358_2_113_0,
author = {Bertucci, Charles and Lasry, Jean-Michel and Lions, Pierre-Louis},
title = {Strategic advantages in mean field games with a major player},
journal = {Comptes Rendus. Math\'ematique},
pages = {113--118},
publisher = {Acad\'emie des sciences, Paris},
volume = {358},
number = {2},
year = {2020},
doi = {10.5802/crmath.1},
language = {en},
url = {http://www.numdam.org/articles/10.5802/crmath.1/}
}
TY - JOUR AU - Bertucci, Charles AU - Lasry, Jean-Michel AU - Lions, Pierre-Louis TI - Strategic advantages in mean field games with a major player JO - Comptes Rendus. Mathématique PY - 2020 SP - 113 EP - 118 VL - 358 IS - 2 PB - Académie des sciences, Paris UR - http://www.numdam.org/articles/10.5802/crmath.1/ DO - 10.5802/crmath.1 LA - en ID - CRMATH_2020__358_2_113_0 ER -
%0 Journal Article %A Bertucci, Charles %A Lasry, Jean-Michel %A Lions, Pierre-Louis %T Strategic advantages in mean field games with a major player %J Comptes Rendus. Mathématique %D 2020 %P 113-118 %V 358 %N 2 %I Académie des sciences, Paris %U http://www.numdam.org/articles/10.5802/crmath.1/ %R 10.5802/crmath.1 %G en %F CRMATH_2020__358_2_113_0
Bertucci, Charles; Lasry, Jean-Michel; Lions, Pierre-Louis. Strategic advantages in mean field games with a major player. Comptes Rendus. Mathématique, Tome 358 (2020) no. 2, pp. 113-118. doi : 10.5802/crmath.1. http://www.numdam.org/articles/10.5802/crmath.1/
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