# Mean Field Games in a Stackelberg problem with an informed major player

arXiv: https://arxiv.org/abs/2311.05229 · HTML: https://mlsanity.com/paper/2311.05229/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 9 Nov 2023.

## Built on by (most cited first, 1 of 1)

- [Learning Macroeconomic Policies through Dynamic Stackelberg Mean-Field Games](https://mlsanity.com/paper/2403.12093/) (2024)

## Abstract (arXiv)

We investigate a stochastic differential game in which a major player has a private information (the knowledge of a random variable), which she discloses through her control to a population of small players playing in a Nash Mean Field Game equilibrium. The major player's cost depends on the distribution of the population, while the cost of the population depends on the random variable known by the major player. We show that the game has a relaxed solution and that the optimal control of the major player is approximatively optimal in games with a large but finite number of small players.