平均场博弈论(Mean-field Games)简介 (Mean-Field Games)研究的是大量对象之间的博弈,探索在一个竞争的环境中,对象如何选择最优的决策。例如股市里大量根据其他用户行为交易股票的股民,海里游动的鱼群,在世界杯现场看足球赛的观众等。目前,平均场博弈论在经济、金融、机器学习等方面都有应用。那什么是平均场呢?平...
平均场博弈(mean field game) The New Big Fish Called Mean-Field Game Theory 原文链接 http://www.science4all.org/article/mean-field-games/www.science4all.org/article/mean-field-games/ 主要内容 在经典博弈论中,它对附近其他鱼类的行为做出反应。这是非常复杂的,因为不同的鱼类之间会有大量的相互...
Recent approaches have gone around this limitation by instead considering Mean-Field games, an approximation of anonymous N-player games, where the number of players is infinite and the population's state distribution, instead of every individual player's state, is the object of interest. The ...
Mean-Field Game Theory，被称为新的博弈论大鱼 原文链接 在经典博弈论中，鱼类的行为是对附近其他鱼类的反应。这非常复杂，因为不同的鱼类之间会有大量的相互作用。这意味着经典博弈论对应于一长串高度耦合的方程。如果你不明白我的意思，别担心。本质上，我的观点是，经典博弈论模型几乎不可能用3条鱼...
First-order Mean Field Game First-order Mean Field Equilibrium Second-order Mean Field Game Variance Linearly Dependent on the State Constant Variance Numerical Experiment Conclusion Availability of Data and Materials Code Availability References Author information Ethics declarations Additional information Rights...
The decentralized strategies and consistency condition are represented by a kind of coupled mean-field FBSDEs with projection operators. The well-posedness of consistency condition system is obtained using the monotonicity condition method. The 系 \\epsilon -Nash equilibrium property is discussed as ...
余翔(香港理工大学)AMean Field GameApproach to Equilibrium Consumption under External Hab是近期报告的第5集视频,该合集共计12集,视频收藏或关注UP主,及时了解更多相关视频内容。
We propose a linear–quadratic mean-field game (MFG) model to study market price formation. We derive ordinary differential equations that predict the relation between the price and the demand and present various examples to show the implications of these equations on price formation through supply–...
Mean field games: numerical methods SIAM J. Numer. Anal. (2010) CarliniE. et al. A semi-Lagrangian scheme for a degenerate second order mean field game system Discrete Contin. Dyn. Syst. (2015) CarliniE. et al. On the discretization of some nonlinear Fokker-Planck-Kolmogorov equations and...
This game represents a rare example of an exactly solvable model. In particular, it reveals explicitly the non-uniqueness of solutions which is widely discussed in the general mean-field-game theory. On the other hand, we hope this example can serve as a natural toy model to analyze the ...