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arxiv: 1612.04725 · v1 · pith:ZF4VHUNRnew · submitted 2016-12-14 · 🧮 math.AP

A Note on Nonconvex Mean Field Games

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keywords fieldgamesidenticalmeannonconvexsystemcontextdifferential
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We introduce a nonconvex Mean Field Games system by studying a model with a large number of identical pairs of players who are all rational, and each pair plays an identical zero-sum differential game. We study existence and uniqueness of solutions for a simple system in this context.

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