Jocs de camp mitjà

Abstract

[en] Mean Field Games theory allows to find Nash Equilibria for games with a large number of players by analyzing the asymptotic behaviour when N tends to infinity. In the limit, equations simplify and the cost functions can be viewed as functions of an action of a generic player and a probability measure instead of viewed as a function of N actions of the players. In this work we will present this theory and we will show how to solve optimal control problems that we find when we take the limit of the N player games. We will also develop 2 examples of Mean Field Games.