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...
最近的一篇 AAAI 工作: Subramanian, Sriram Ganapathi, et al. "Decentralized mean field games."Proceedings of the AAAI Conference on Artificial Intelligence. Vol. 36. No. 9. 2022. 简介 Mean-field games(MFG)研究的是多智能体博弈中的一类特殊情形:智能体对于总体的影响较小的情形。这种情况下,可以把...
平均场博弈论（Mean-Field Games）研究大量个体间的博弈，探索在竞争环境中，个体如何做出最优决策。它应用于经济、金融、机器学习等领域，简化决策过程。平均场博弈指对象决策依赖场景中所有对象决策的概率分布，而非单个考虑。以买菜为例，考虑市场价作为平均场，反映参与者决策概率分布，个体据此决定，简化...
Mean field game (MFG) theory studies the existence of Nash equilibria, together with the individual strategies which generate them, in games involving a large number of asymptotically negligible agents modeled by controlled stochastic dynamical systems. This is achieved by exploiting the relationship ...
Mean field games. I - The stationary case doi:10.1016/j.crma.2006.09.019We introduce here a general approach to model games with a large number of players. More precisely, we consider N players Nash equilibria for long term stochastic problems and establish rigorously the 'mean field' type ...
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...
Mean field games with optimal stopping (OSMFG) are a type of mean field game where the agents in the game must choose when to stop playing, in order to minimize their expected cost. What we are interested in is the equilibrium of OSMFGs. Generally speaking, one constructs an equilibrium ...
MeanFieldGames Jean-MichelLASRY (∗)1 Pierre-LouisLIONS (∗)2 (∗) workpartiallysupportedbythechair“Financeandsustainabledevelopment” Abstract:Wesurveyheresomerecentstudiesconcerningwhatwecallmean-fieldmodelsby analogywithStatisticalMechanicsandPhysics.Moreprecisely,wepresentthreeexamplesof...
Anahtarci B, Kariksiz C, Saldi N (2020) Value iteration algorithm for mean field games. Syst Control Lett 143 Antos A, Munos R, Szepesvári C (2007) Fitted Q-iteration in continuous action-space MDPs. In: Proceedings of the 20th international conference on neural information processing syste...
We interpret the model in a competitive environment, hence we set it in the framework of Mean Field Games. We rephrase the problem in an infinite dimensional setting, in order to obtain the associated Mean Field Game system. Finally, we specify the problem to a simple case, and solve it ...