Dear all, On Tuesday, 17 December 2019 — at 11:30 — at the Scuola Normale Superiore (Room: Aula Bianchi Scienze) Prof. Luciano Campi (London School of Economics) will hold the following Seminar: Title : Correlated Equilibria and Mean Field Game 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)
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Best
Giulia Livieri Assegnista di ricerca Scuola Normale Superiore Piazza dei Cavalieri, 7, 56126 Pisa PI room 65