Mean field games and Mean field type control introduce new problems in Control Theory. The terminology “games” may be confusing. In fact they are control problems, in the sense that one is interested in a single decision maker, whom we can call the representative agent. However, these ...
Bensoussan, A., J. Frehse, P. Yam. 2013. Mean Field Games and Mean Field Type Control Theory. Springer, New York.Alain Bensoussan, Jens Frehse, and Phillip Yam. Mean Field Games and Mean Field Type Control Theory. SpringerBriefs in Mathematics. Springer, New York, Heidelberg, Dordrecht, ...
In the book the subject of mean field games and mean field type control problems are addressed. In general, the methodology used to address them differ in the sense that in the case of mean field games, dynamic programming is applied and in the case of mean field type control, stochastic ...
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...
平均场博弈论(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…
https://www.fields.utoronto.ca/talks/Mean-Field-Games-Macroeconomics主讲人: Benjamin Moll (Princeton University)时间地点: 2019年4月12日, 加拿大菲尔兹数学科学研究院, 视频播放量 0、弹幕量 0、点赞数 0、投硬币枚数 0、收藏人数 0、转发人数 0, 视频作者 Valtinee
We present a Reinforcement Learning (RL) algorithm to solve infinite horizon asymptotic Mean Field Game (MFG) and Mean Field Control (MFC) problems. Our approach can be described as a unified two-timescale Mean Field Q-learning: The same algorithm can learn either the MFG or the MFC solution...
amachinelearningframeworkforsolvinghigh-dimensionalmeanfieldgame 系统标签: meandimensionalsolvingproblemsmachineframework APPLIEDMATHEMATICSAmachinelearningframeworkforsolvinghigh-dimensionalmeanfieldgameandmeanfieldcontrolproblemsLarsRuthottoa,b,1,StanleyJ.Osherc,1,WuchenLic,LevonNurbekyanc,andSamyWuFungcaDepartmen...
Mean Field Games Mean Field Control Master Equations Forward Backward Stochastic Differential Equations Analysis on Wasserstein Space Game Theory Optimal Stochastic Control Applications in Economics and Social Science partial differential equations Table of contents (7 chapters) ...
继续接着前面的思路来讲解,当多智能体系统中智能体数目特别多时,应该如何来求解。前一个 blog 讲了 weakly coupled MDP 的一系列方法,这里来讲解另一套方法:mean-field games/MARL。 内容 这里考虑的是一个连续时间上的建模,每个智能体有着自己独立的运动学规律,然后它们合起来需要优化一个总体的目标。最后能够得...