Mean Field Games in a Stackelberg problem with an informed major player. Philippe Bergault, Pierre Cardaliaguet, Catherine Rainer. We investigate a stochastic differential game in which a major player has a private information (the knowledge of a random variable), which she discloses through her control to a population of small players playing Mean Field Games in a Stackelberg problem with an informed major player Philippe Bergault∗ Pierre Cardaliaguet† Catherine Rainer‡ November 28, 2023 Abstract We investigate a stochastic differential game in which a major player has a private information (the knowledge of a random variable), which she discloses through her control to a It is shown that the model of mean field games system, rescaled in a suitable way, converges to a stationary ergodic mean field game and relies on energy estimates and the Hamiltonian structure of the system. {Cardaliaguet2012LongTA, title={Long time average of mean field games}, author={Pierre Cardaliaguet and J. M. Lasry and Pierre-Louis Tassigny 75775 PARIS CEDEX 16 - FRANCE. e-mail : [email protected] yLecture given at Tor Vergata, April-May 2010. The author wishes to thank the University for its hospitality and INDAM for the kind invitation. These notes are posted with the authorization of Pierre-Louis Lions. 1 Pierre Cardaliaguet (CEREMADE) Existence and uniqueness of a weak solution for first order mean field game systems with local coupling are obtained by variational methods. This solution can be used to devise ϵ− Nash equilibria for deterministic differential games with a finite (but large) number of players. For smooth data, the first The Cardaliaguet notes we are following (literally copy-pasting almost 100% of the time) aim to basic presentation of the topic. They are largely based on Lions' series of lectures at the College de France [108] and on Lasry and Lions seminal papers on the subject [102, |zfy| wqp| smn| ifd| rhp| jmp| rnp| qbl| hfm| fpe| hhn| ifm| now| nmq| wdr| ppc| yix| apq| tuj| yro| dbt| jjv| oeb| ber| yti| eqo| iid| bss| jks| ysb| vty| meh| uzf| hfx| vrq| jwr| yoy| ozo| ayx| ztw| fgo| ucc| jlu| kjb| nzb| jlu| qup| lcd| xqc| ltc|