@inproceedings{d3c1ae883ca74717816ac3326e3ab09f,
title = "Nonasymptotic mean-field games",
abstract = "Mean-field games have been studied under the assumption of very large number of players. For such large systems, the basic idea consists to approximate large games by a stylized game model with a continuum of players. The approach has been shown to be useful in some applications. However, the stylized game model with continuum of decision-makers is rarely observed in practice and the approximation proposed in the asymptotic regime is meaningless for networked systems with few entities. In this paper we propose a mean-field framework that is suitable not only for large systems but also for a small world with few number of entities. The applicability of the proposed framework is illustrated through a dynamic auction with asymmetric valuation distributions.",
keywords = "Game theory, Mean-field, Non-asymptotic",
author = "Hamidou Tembine",
note = "Publisher Copyright: {\textcopyright} IFAC.; 19th IFAC World Congress on International Federation of Automatic Control, IFAC 2014 ; Conference date: 24-08-2014 Through 29-08-2014",
year = "2014",
doi = "10.3182/20140824-6-za-1003.01869",
language = "English (US)",
series = "IFAC Proceedings Volumes (IFAC-PapersOnline)",
publisher = "IFAC Secretariat",
pages = "8989--8994",
editor = "Edward Boje and Xiaohua Xia",
booktitle = "19th IFAC World Congress IFAC 2014, Proceedings",
}