Stable solutions in potential mean field game systems
By Ariela Briani, Pierre Cardaliaguet. 2016
77 citations recorded by the source corpus.
We introduce the notion of stable solution in mean field game theory: they are locally isolated solutions of the mean field game system. We prove that such solutions exist in potential mean field games and are local attractors for some learning procedures.
Subfields: Control and Systems Engineering, Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/7c3317686797c4f4d444eb0d5686a45997a46d2c
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In Economics and Econometrics
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Citations in the corpus
- On non-uniqueness and uniqueness of solutions in finite-horizon Mean Field Games (2017, unknown): “Some explicit counterexamples, very different from ours, were shown recently by Briani and Cardaliaguet [9] and Cirant and Tonon [17].”
- Deep Fictitious Play for Finding Markovian Nash Equilibrium in Multi-Agent Games (2019, background): “Fictitious play was firstly introduced by Brown in the static game Brown (1949, 1951), and was recently adapted to the mean-field setting by Cardaliaguet and Hadikhanloo (2017); Briani and Cardaliaguet (2018).”