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Strategic advantages in mean field games with a major player

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 نشر من قبل Charles Bertucci
 تاريخ النشر 2020
  مجال البحث
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This note is concerned with a modeling question arising from the mean field games theory. We show how to model mean field games involving a major player which has a strategic advantage, while only allowing closed loop markovian strategies for all the players. We illustrate this property through three examples.



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