Corpus ID: 237396291

Set Values for Mean Field Games

@inproceedings{Iseri2021SetVF,
  title={Set Values for Mean Field Games},
  author={Melih Iseri and Jianfeng Zhang},
  year={2021}
}
In this paper we study mean field games with possibly multiple mean field equilibria. Instead of focusing on the individual equilibria, we propose to study the set of values over all possible equilibria, which we call the set value of the mean field game. When the mean field equilibrium is unique, typically under certain monotonicity conditions, our set value reduces to the singleton of the standard value function which solves the master equation. The set value is by nature unique, and we shall… Expand

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