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Mean field games with incomplete information

Abstract : This paper is concerned with mean field games in which the players do not know the repartition of the other players. First a case in which the players do not gain information is studied. Results of existence and uniqueness are proved and discussed. Then, a case in which the players observe the payments is investigated. A master equation is derived and partial results of uniqueness are given for this more involved case.
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Preprints, Working Papers, ...
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https://hal.archives-ouvertes.fr/hal-03666652
Contributor : Charles Bertucci Connect in order to contact the contributor
Submitted on : Thursday, May 12, 2022 - 4:29:54 PM
Last modification on : Tuesday, May 17, 2022 - 3:47:10 AM

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  • HAL Id : hal-03666652, version 1
  • ARXIV : 2205.07703

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Charles Bertucci. Mean field games with incomplete information. 2022. ⟨hal-03666652⟩

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