Volume 60, 2017Journées MAS 2016 de la SMAI – Phénomènes complexes et hétérogènes
|Page(s)||1 - 26|
|Published online||14 December 2017|
Mean field games: A toy model on an Erdös-Renyi graph.
Laboratoire Dieudonné, Université Nice-Sophia Antipolis et UMR CNRS 7351, Parc Valrose, 06108 Nice Cedex 02, France.
The purpose of this short article is to address a simple example of a game with a large number of players in mean field interaction when the graph connection between them is not complete but is of the Erdös-Renyi type. We study the quenched convergence of the equilibria towards the solution of a mean field game. To do so, we follow recent works on the convergence problem for mean field games and we heavily use the fact that the master equation of the asymptotic game has a strong solution.
© EDP Sciences, SMAI 2017
This is an Open Access article distributed under the terms of the Creative Commons Attribution License (http://creativecommons.org/licenses/by/4.0), which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
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