Martedì 17 dicembre 2019

ore 11:30

Scuola Normale Superiore

Pisa

Aula Bianchi Scienze

Luciano Campi

 (LSE) 

Terrà un seminario dal titolo:

 

“Correlated equilibria and mean field games”

 

Abstract:

Mean field games are limit models for symmetric N-player games, as N tends to infinity, where the pre-limit models are solved in terms of Nash equilibria. A generalization of the notion of Nash equilibrium, due to Robert Aumann (1973, 1987), is that of a correlated equilibrium. Here, we discuss, in a simple non-static setting, the mean field game limit for correlated equilibria. We give a definition of correlated mean field game solution, prove that it arises as limit of N-player correlated equilibria in restricted (”open-loop”) Markov feedback strategies, and show how to construct approximate N-player equilibria starting from a correlated mean field game solution. We also compare our definition to the one by Lacker (2018) of weak solutions for mean field games without a common noise.

 
(Joint work with Markus Fischer, Padova University)


Tutti gli interessati sono invitati a partecipare.


Classe di Scienze

Valeria Giuliani
Scuola Normale Superiore
Servizio alla Didattica e Allievi
tel. 050 509260
Piazza dei Cavalieri, 7
56126 Pisa
E-mail: valeria.giuliani@sns.it
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