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2016 A rank-based mean field game in the strong formulation
Erhan Bayraktar, Yuchong Zhang
Electron. Commun. Probab. 21: 1-12 (2016). DOI: 10.1214/16-ECP24

Abstract

We discuss a natural game of competition and solve the corresponding mean field game with common noise when agents’ rewards are rank-dependent. We use this solution to provide an approximate Nash equilibrium for the finite player game and obtain the rate of convergence.

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Erhan Bayraktar. Yuchong Zhang. "A rank-based mean field game in the strong formulation." Electron. Commun. Probab. 21 1 - 12, 2016. https://doi.org/10.1214/16-ECP24

Information

Received: 26 March 2016; Accepted: 6 October 2016; Published: 2016
First available in Project Euclid: 19 October 2016

zbMATH: 06667507
MathSciNet: MR3568346
Digital Object Identifier: 10.1214/16-ECP24

Subjects:
Primary: 60H , 91A

Keywords: common noise , competition , Mean field games , non-local interaction , rank-dependent interaction , strong formulation

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