Mean Field GameMean field games (MFGs) study strategic decision making in large populations where the individual players with each other and each individual is effected only by certain averaged quantities of all the other individuals. MFGs are studied by taking the limit of infinitely many individual players and replacing individual interactions by an average or effective interaction. The meanfield refers to representing the behavior of a large number of agents by their population density function. This setting connects deeply with optimal transport theory, Nelson's stochastic mechanics (Schrodinger equation, Schrodinger bridge problem), partial differential equations, optimization, probability and statistics with applications in machine learning problems.
