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On the interplay between kinetic theory and game theory

By Pierre Degond

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 propose a mean field kinetic model for systems of rational agents interacting in a game theoretical framework. This model is inspired from non-cooperative anonymous games with a continuum of players and Mean-Field Games. The large time behavior of the system is given by a macroscopic closure with a Nash equilibrium serving as the local thermodynamic equilibrium. Applications of the presented theory to social and economical models will be given.

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Citation data

  • DOI 10.24350/CIRM.V.19199003
  • Cite this video Degond Pierre (7/18/17). On the interplay between kinetic theory and game theory. CIRM. Audiovisual resource. DOI: 10.24350/CIRM.V.19199003
  • URL https://dx.doi.org/10.24350/CIRM.V.19199003

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