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Electronic theses and dissertations repository

 

Tesi etd-05132017-001645


Thesis type
Tesi di dottorato di ricerca
Author
DE MATTEI, VALERIA
URN
etd-05132017-001645
Title
New approaches to Mean Field Game Theory
Settore scientifico disciplinare
MAT/06
Corso di studi
MATEMATICA
Supervisors
tutor Prof. Flandoli, Franco
commissario Prof. Pratelli, Maurizio
commissario Prof. Morandin, Francesco
commissario Prof. Priola, Enrico
Parole chiave
  • mean field game theory
  • mean field
  • moderate interactions
  • mechanism design
  • optimal control problem
  • partial differential equation
  • stochastic defferential equation
Data inizio appello
24/06/2017;
Consultabilità
Completa
Riassunto analitico
The present thesis studies new possible approaches to Mean Field Game inspired by
Mechanism Design and Mean Field Theory with moderate interactions.
The structure of the thesis is the following.
The first part of the thesis studies mean field games in which the particles interact
like in mean field theory and in mean field theory with moderate interactions.
Chapter 2 studies competitions in which the agents interact in a mean field way
and convergence of the system to a proper mean field equation is proved. Chapter
3, starting from the ideas of chapter 2, consider the situation in which the agents
interact locally.
The second part of the thesis deals with the idea, inspired by Mechanism Design, of
introducing, in the context of mean field games, an external player, the Principal,
who can choose the rules of the game in order to achieve a specic outcome. Chapter
4 introduces the Principal in the context of classical mean field games; optimality
for the payoff of the Principal is studied. Chapter 5 consider the presence of the
Principal in the context of mean field games with mean field interactions: existence
of minimum for Principal's payoff is proved.
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