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...
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作用。这意味着经典博弈论对应于...
In this paper, we present an application of mean field game theory for privacy leakage with large scale edge devices in edge computing because the edge devices are resource constrained. The contributions are threefold: first, we construct an individual cost function with a mean field term and ...
These notes are an introduction to Mean Field Game (MFG) theory, which models differential games involving infinitely many interacting players. We focus here on the Partial Differential Equations (PDEs) approach to MFGs. The two main parts of the text correspond to the two emblematic equations in...
摘要原文 Mean field games (MFGs) describe the limit, as $n$ tends to infinity, of stochastic differential games with $n$ players interacting with one another through their common empirical distribution. Under suitable smoothness assumptions that guarantee uniqueness of the MFG equilibrium, a form of...
Huang, Jaimungal, and Nourian (2019) present an application of the major player mean field game theory to an optimal execution model with an institutional trader and a large number of small traders. Major–minor player games with nonlinear diffusion dynamics are an important class of modeling; ...
Part of the book series:Probability Theory and Stochastic Modelling(PTSM, volume 83) Citations About this book This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field game models and their applications. The book is self-contained in nature and includes ori...
The mean field game theory provides a powerful mathematical tool for problems with a large number of players .Cognitive radios hopes to improve spectral utilization by allowing users from crowded bands to bleed off into empty bands nearby. Every node in the present scheme needs to know its own ...
博弈与信息:博弈论概论:an introduction to game theory This tutorial is an introduction to the fundamentals of mean field game theory. Motivations are drawn from engineered/networked systems, economic and socia... 艾里克·拉斯缪森 - 博弈与信息:博弈论概论:an introduction to game theory 被引量: 423...
We introduce and study mathematically a new class of mean-field-game systems of equations. This class of equations allows us to model situations involving one major player (or agent) and a “large” group of “small” players. Résumé Nous introduisons et étudions mathématiquement une clas...