Mathematical Games Approximation: the Discrete Case

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Published 25-11-2018
Josu Doncel Vicente

Abstract

Game-theory is the set of mathematical tools to study the rational behavior of interacting agents or players. When the number of players is large, mean-eld games have been proposed as an approximation of non-cooperative nite games. Contrarily to most of the literature in this area, we analyse mean-eld games when the number of possible actions that players can take is discrete. We consider that players are symmetric and that the cost function and the dynamics of the players are continuous. In this article we show that a solution of these type of mean-eld games always exists.
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Keywords

Game-theory, mean-field approximation, discrete case

Section
Ale Arrunta