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math.PR2016★ 11 cited
Finite State Mean Field Games with Major and Minor Players
Rene Carmona, Peiqi Wang
The goal of the paper is to develop the theory of finite state mean field games with major and minor players when the state space of the game is finite. We introduce the finite pla…
math.PR2016★ 1 cited
An Alternative Approach to Mean Field Game with Major and Minor Players, and Applications to Herders Impacts
Rene Carmona, Peiqi Wang
The goal of the paper is to introduce a formulation of the mean field game with major and minor players as a fixed point on a space of controls. This approach emphasizes naturally…