Date
Thu, 05 Dec 2024
16:00
Location
L4
Speaker
Dr Philippe Bergault
Organisation
Université Paris Dauphine-PSL

We investigate a stochastic differential game in which a major player has a private information (the knowledge of a random variable), which she discloses through her control to a population of small players playing in a Nash Mean Field Game equilibrium. The major player’s cost depends on the distribution of the population, while the cost of the population depends on the random variable known by the major player. We show that the game has a relaxed solution and that the optimal control of the major player is approximatively optimal in games with a large but finite number of small players. Joint work with Pierre Cardaliaguet and Catherine Rainer.

Further Information

Please join us for refreshments outside the lecture room from 15:30.

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