Learning in nonatomic anonymous games with applications to first-order mean field games

Saeed Hadikhanloo (1)

1 CMAP - Centre de Mathématiques Appliquées - Ecole Polytechnique

We introduce a model of anonymous games with the player dependent action sets. We propose several learning procedures based on the well-known Fictitious Play and Online Mirror Descent and prove their convergence to equilibrium under the classical monotonicity condition. Typical examples are first-order mean field games.

Domaines: Optimisation et contrôle [math.OC]; Equations aux dérivées partielles [math.AP]

Saeed Hadikhanloo. Learning in nonatomic anonymous games with applications to first-order mean field games. 2018. ⟨hal-01706948⟩