Non-asymptotic Mean-Field Games
摘要
Mean-field games have been studied under the assumption of a very large number of interacting decision-makers. For such large systems, the basic idea entails approximating large games by a stylized game model with a continuum of decision-makers. The approach has been shown to be useful in many applications in economics and engineering. However, the stylized game model with a continuum of decision-makers is rarely observed in practice, and the approximation proposed in the asymptotic regime is generally not appropriate for networks with just a few interacting decision-makers. In this chapter, we propose a mean-field framework that is suitable not only for large systems but also for a small world with few number of decision-makers.