Consensus via multi-population robust mean-field games

Abstract

In less prescriptive environments where individuals are told ‘what to do’ but not ‘how to do’, synchronization can be a byproduct of strategic thinking, prediction, and local interactions. We prove this in the context of multi-population robust mean-field games. The model sheds light on a multi-scale phenomenon involving fast synchronization within the same population and slow inter-cluster oscillation between different populations.