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On the Convergence to a Mean-Field Equilibrium

21 Aprile 2016
San Francesco - Via della Quarquonia 1 (Classroom 1 )
Mean-field games model strategic decision making of small interacting individuals in an infinite population. We study the convergence of the equilibria of N-player games to mean-field equilibria. We define classes of strategies over which any equilibrium converges to a mean-field equilibrium when the number of players goes to infinity. We also exhibit equilibria outside this class that do not converge to mean-field equilibria. This implies that mean-field games are not the limit of games with very large populations.
Doncel, Josu