A rank based mean field game in the strong formulation
classification
🧮 math.PR
math.OCq-fin.MF
keywords
gameemphfieldmeanrankagentsapproximatecommon
read the original abstract
We discuss a natural game of competition and solve the corresponding mean field game with \emph{common noise} when agents' rewards are \emph{rank dependent}. We use this solution to provide an approximate Nash equilibrium for the finite player game and obtain the rate of convergence.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.