• Corpus ID: 246016039

Master Equation for Discrete-Time Stackelberg Mean Field Games with single leader

@article{Vasal2022MasterEF,
  title={Master Equation for Discrete-Time Stackelberg Mean Field Games with single leader},
  author={Deepanshu Vasal and Randall A. Berry},
  journal={ArXiv},
  year={2022},
  volume={abs/2201.05959}
}
In this paper, we consider a discrete-time Stackelberg mean field game with a leader and an infinite number of followers. The leader and the followers each observe types privately that evolve as conditionally independent controlled Markov processes. The leader commits to a dynamic policy and the followers best respond to that policy and each other. Knowing that the followers would play a mean field game based on her policy, the leader chooses a policy that maximizes her reward. We refer to the… 
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