Correlated Equilibria for Mean Field Games with Progressive Strategies

Published Online:https://doi.org/10.1287/moor.2022.0357

References

  • [1] Arce D, Sandler T (2001) Transnational public goods: Strategies and institutions. Eur. J. Political Econom. 17(3):493–516.CrossrefGoogle Scholar
  • [2] Aumann RJ (1974) Subjectivity and correlation in randomized strategies. J. Math. Econom. 1(1):67–96.CrossrefGoogle Scholar
  • [3] Aumann RJ (1987) Correlated equilibrium as an expression of Bayesian rationality. Econometrica 55(1):1–18.CrossrefGoogle Scholar
  • [4] Bárány I (1992) Fair distribution protocols or how the players replace fortune. Math. Oper. Res. 17(2):327–340.LinkGoogle Scholar
  • [5] Billingsley P (1999) Convergence of Probability Measures, 2nd ed. (John Wiley & Sons, New York).CrossrefGoogle Scholar
  • [6] Campi L, Fischer M (2022) Correlated equilibria and mean field games: A simple model. Math. Oper. Res. 47(3):2240–2259.LinkGoogle Scholar
  • [7] Cardaliaguet P, Delarue F, Lasry J-M, Lions P-L (2019) The Master Equation and the Convergence Problem in Mean Field Games(AMS-201) (Princeton University Press, Princeton, NJ).Google Scholar
  • [8] Carmona R, Delarue F (2013) Probabilistic analysis of mean-field games. SIAM J. Control Optim. 51(4):2705–2734.CrossrefGoogle Scholar
  • [9] Carmona R, Delarue F (2018) Probabilistic Theory of Mean Field Games with Applications I: Mean Field FBSDEs, Control, and Games (Springer, Cham, Switzerland).Google Scholar
  • [10] Forges F (2020) Correlated equilibria and communication in games. Sotomayor M, Pérez-Castrillo D, Castiglione F, eds. Complex Social and Behavioral Systems, Encyclopedia of Complexity and Systems Science Series (Springer, New York), 107–118.CrossrefGoogle Scholar
  • [11] Gilboa I, Zemel E (1989) Nash and correlated equilibria: Some complexity considerations. Games Econom. Behav. 1(1):80–93.CrossrefGoogle Scholar
  • [12] Gomes DA, Mohr J, Souza RR (2013) Continuous time finite state mean field games. Appl. Math. Optim. 68(1):99–143.CrossrefGoogle Scholar
  • [13] Gottlieb AD (1998) Markov transitions and the propagation of chaos. PhD thesis, Ernest Orlando Lawrence Berkeley National Laboratory, University of California, Berkeley, CA.Google Scholar
  • [14] Hart S (2005) Adaptive heuristics. Econometrica 73(5):1401–1430.CrossrefGoogle Scholar
  • [15] Huang M, Malhamé RP, Caines PE (2006) Large population stochastic dynamic games: Closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle. Comm. Inform. Systems 6(3):221–252.CrossrefGoogle Scholar
  • [16] Kallenberg O (2001) Foundations of Modern Probability, 2nd ed. (Springer, New York).Google Scholar
  • [17] Lacker D (2020) On the convergence of closed-loop Nash equilibria to the mean field game limit. Ann. Appl. Probab. 30(4):1693–1761.CrossrefGoogle Scholar
  • [18] Lacker D, Le Flem L (2023) Closed-loop convergence for mean field games with common noise. Ann. Appl. Probab. 33(4):2681–2733.CrossrefGoogle Scholar
  • [19] Lasry J-M, Lions P-L (2007) Mean field games. Japanese J. Math. 2(1):229–260.CrossrefGoogle Scholar
  • [20] Muller P, Rowland M, Elie R, Piliouras G, Perolat J, Lauriere M, Marinier R, Pietquin O, Tuyls K (2021) Learning equilibria in mean-field games: Introducing mean-field PSRO. Preprint, submitted August 29, https://arxiv.org/abs/2111.08350.Google Scholar
  • [21] Muller P, Elie R, Rowland M, Lauriere M, Perolat J, Perrin S, Geist M, Piliouras G, Pietquin O, Tuyls K (2022) Learning correlated equilibria in mean-field games. Preprint, submitted August 22, https://arxiv.org/abs/2111.08350.Google Scholar
  • [22] Roughgarden T (2016) Twenty Lectures on Algorithmic Game Theory (Cambridge University Press, Cambridge, UK).CrossrefGoogle Scholar
  • [23] Solan E (2000) Characterization of correlated equilibria in stochastic games. Internat. J. Game Theory 30(2):259–277.CrossrefGoogle Scholar
  • [24] Solan E (2000) Rationality and extensive form correlated equilibria in stochastic games. Technical Report No. D.P. 1298, The Center for Mathematical Studies in Economics and Management Science, Northwestern University, Evanston, IL.Google Scholar
  • [25] Solan E, Vieille N (2002) Correlated equilibrium in stochastic games. Games Econom. Behav. 38(2):362–399.CrossrefGoogle Scholar
INFORMS site uses cookies to store information on your computer. Some are essential to make our site work; Others help us improve the user experience. By using this site, you consent to the placement of these cookies. Please read our Privacy Statement to learn more.