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Mean field games with major and minor players

By René Carmona

Also appears in collection : CEMRACS - Summer school: Numerical methods for stochastic models: control, uncertainty quantification, mean-field / CEMRACS - École d'été : Méthodes numériques pour équations stochastiques : contrôle, incertitude, champ moyen

We introduce a new strategy for the solution of Mean Field Games in the presence of major and minor players. This approach is based on a formulation of the fixed point step in spaces of controls. We use it to highlight the differences between open and closed loop problems. We illustrate the implementation of this approach for linear quadratic and finite state space games, and we provide numerical results motivated by applications in biology and cyber-security.

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Citation data

  • DOI 10.24350/CIRM.V.19198003
  • Cite this video Carmona, René (17/07/2017). Mean field games with major and minor players. CIRM. Audiovisual resource. DOI: 10.24350/CIRM.V.19198003
  • URL


  • Carmona, R., & Zhu, X. (2016). A probabilistic approach to mean field games with major and minor players. The Annals of Applied Probability, 26(3), 1535-1580 -
  • Carmona, R., & Wang, P. (2016). Finite state mean field games with major and minor players. <arXiv:1610.05408> -

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