Optimal stopping in mean field games and variational inequalities

Abstract

In this talk, we consider the problem of the modeling of a mean field game (MFG) of optimal stopping. After a basic presentation of the MFG theory, we first investigate a 1 dimensional case to understand the structure of such games. We then present a general framework for such MFG. In particular, we explain why Nash equilibria in pure strategies do not always exist and why equilibria in mixed strategy are a natural, suitable and stable notion of solution for these MFG of optimal stopping.