Learning in anonymous nonatomic games with applications to first-order mean field games
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Publication:6285082
arXiv1704.00378MaRDI QIDQ6285082FDOQ6285082
Authors: Saeed Hadikhanloo 
Publication date: 2 April 2017
Abstract: We introduce a model of anonymous games with the player dependent action sets. We propose several learning procedures based on the well-known Fictitious Play and Online Mirror Descent and prove their convergence to equilibrium under the classical monotonicity condition. Typical examples are first-order mean field games.
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