MEAN FIELD GAMES: A TOY MODEL ON AN ERDOS-RENYI GRAPH
DELARUE, François
HAL, hal-01457409 / Harvested from HAL
Text on HAL
The purpose of this short article is to address a simple example of a game with a large number of players in mean field interaction when the graph connection between them is not complete but is of the Erdös-Renyi type. We study the quenched convergence of the equilibria towards the solution of a mean field game. To do so, we follow recent works on the convergence problem for mean field games and we heavily use the fact that the master equation of the asymptotic game has a strong solution.
Publié le : 2017-07-04
Classification:  [MATH.MATH-PR]Mathematics [math]/Probability [math.PR] 
@article{hal-01457409,
     author = {DELARUE, Fran\c cois},
     title = {MEAN FIELD GAMES: A TOY MODEL ON AN ERDOS-RENYI GRAPH},
     journal = {HAL},
     volume = {2017},
     number = {0},
     year = {2017},
     language = {en},
     url = {http://dml.mathdoc.fr/item/hal-01457409}
}

DELARUE, François. MEAN FIELD GAMES: A TOY MODEL ON AN ERDOS-RENYI GRAPH. HAL, Tome 2017 (2017) no. 0, . http://gdmltest.u-ga.fr/item/hal-01457409/