Mean field games with incomplete information

Charles Bertucci (1)

1 CMAP - Centre de Mathématiques Appliquées - Ecole Polytechnique

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.

Domaines: Equations aux dérivées partielles [math.AP]

Charles Bertucci. Mean field games with incomplete information. 2022. ⟨hal-03666652v1⟩