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Correlated Equilibria for Mean Field Games with Progressive Strategies

Author

Listed:
  • Ofelia Bonesini

    (Department of Mathematics, Imperial College London, London SW7 1NE, United Kingdom; and Dipartimento di Matematica “Tullio Levi-Civita,” Università degli studi di Padova, 35121 Padova, Italy)

  • Luciano Campi

    (Dipartimento di Matematica “Federigo Enriques,” Università degli studi di Milano, 20133 Milano, Italy)

  • Markus Fischer

    (Dipartimento di Matematica “Tullio Levi-Civita,” Università degli studi di Padova, 35121 Padova, Italy)

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 us 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.

Suggested Citation

  • Ofelia Bonesini & Luciano Campi & Markus Fischer, 2025. "Correlated Equilibria for Mean Field Games with Progressive Strategies," Mathematics of Operations Research, INFORMS, vol. 50(2), pages 1072-1111, May.
  • Handle: RePEc:inm:ormoor:v:50:y:2025:i:2:p:1072-1111
    DOI: 10.1287/moor.2022.0357
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