Correlated equilibria for mean field games with progressive strategies

Abstract

In a discrete space and time framework, we study the mean field game limit for a class of symmetric $N$-player games based on the notion of correlated equilibrium. We give a definition of correlated solution that allows to construct approximate $N$-player correlated equilibria that are robust with respect to progressive deviations. We illustrate our definition by way of an example with explicit solutions.

37 pages, 1 figure