Correlated Equilibria for Mean Field Games with Progressive Strategies

Ofelia Bonesini (), Luciano Campi () and Markus Fischer ()
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Ofelia Bonesini: Department of Mathematics, Imperial College London, London SW7 1NE, United Kingdom; and Dipartimento di Matematica “Tullio Levi-Civita,” Università degli studi di Padova, 35121 Padova, Italy
Luciano Campi: Dipartimento di Matematica “Federigo Enriques,” Università degli studi di Milano, 20133 Milano, Italy
Markus Fischer: Dipartimento di Matematica “Tullio Levi-Civita,” Università degli studi di Padova, 35121 Padova, Italy

Mathematics of Operations Research, 2025, vol. 50, issue 2, 1072-1111

Abstract: In a discrete space and time framework, we study the mean field game limit for a class of symmetric N -player games based on the notion of correlated equilibrium. We give a definition of correlated solution that allows us to construct approximate N -player correlated equilibria that are robust with respect to progressive deviations. We illustrate our definition by way of an example with explicit solutions.

Keywords: Primary: 60B10; 91A06; 91A15; 91A16; Nash equilibrium; correlated equilibrium; mean field game; weak convergence; exchangeability; progressive strategies (search for similar items in EconPapers)
Date: 2025
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Persistent link: https://EconPapers.repec.org/RePEc:inm:ormoor:v:50:y:2025:i:2:p:1072-1111

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