Published in:Electronic Communications in Probability ; 21, paper no. 72, 1-12, 2016
Extent:
1 Online-Ressource (12 p)
Language:
English
DOI:
10.2139/ssrn.2779255
Identifier:
Origination:
Footnote:
In: Electronic Communications in Probability, 21, paper no. 72, 1-12, 2016
Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 21, 2016 erstellt
Description:
We discuss a natural game of competition and solve the corresponding mean field game with common noise when agents' rewards are rank-dependent. We use this solution to provide an approximate Nash equilibrium for the finite player game and obtain the rate of convergence