Mean field games with incomplete information
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Publication:6399274
arXiv2205.07703MaRDI QIDQ6399274FDOQ6399274
Authors: Charles Bertucci 
Publication date: 16 May 2022
Abstract: This paper is concerned with mean field games in which the players do not know the repartition of the other players. First a case in which the players do not gain information is studied. Results of existence and uniqueness are proved and discussed. Then, a case in which the players observe the payments is investigated. A master equation is derived and partial results of uniqueness are given for this more involved case.
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