S. Ahuja, W. Ren, and T.-W. Yang. Forward-backward stochastic differential equation with monotone functional and mean field games with common noise. arXiv preprint arXiv:1611.04680, 2016.S. Ahuja, W. Ren, and T. Yang. Forward-backward stochastic differential equations with monotone ...
Kolokoltsov, V. and Troeva, M. [2015], `On the mean field games with common noise and the mckean-vlasov spdes', arXiv preprint arXiv:1506.04594 .Kolokoltsov, V., Troeva, M.: On the Mean Field Games with Common Noise and the Mckean-Vlasov SPDEs. arXiv:1506.04594...
Wellposedness of mean field games with common noise under a weak mono- tonicity condition. SIAM Journal on Control and Optimization, 54(1):30-48, 2016.S. Ahuja. Wellposedness of mean field games with common noise under a weak monotonicity con- dition. SIAM Journal on Control and ...
In this paper, the authors consider the mean field game with a common noise and allow the state coefficients to vary with the conditional distribution in a nonlinear way. They assume that the cost function satisfies a convexity and a weak monotonicity property. They use the sufficient Pontryagin ...
Linear Quadratic Nonzero-Sum Mean-Field Stochastic Differential Games with Regime Switching 2024, Applied Mathematics and Optimization Convergence rate of LQG mean field games with common noise 2024, Mathematical Methods of Operations Research1 Equal contributions to this paper.View...
AppliedMathematics&Optimizationhttps://doi.org/10.1007/s00245-020-09743-7Continuous-TimeMeanFieldGameswithFiniteStateSpaceandCommonNoiseChristoph Belak 1 · Daniel Hof f mann 2 · Frank T. Seifried 2Accepted:26December2020©TheAuthor(s)2021AbstractWe formulate and analyze a mathematical framework for...
To this end, we develop a theory of optimal stopping mean-field games with non-Markovian common noise and partial observation. For mathematical tractability, the theory is formulated in discrete time and with common noise restricted to a finite probability space. We prove the existence of Nash ...
副标题: Mean Field Games with Common Noise and Master Equations: 2出版年: 2018-3-11页数: 724定价: GBP 112.00装帧: Hardcover丛书: Probability Theory and Stochastic ModellingISBN: 9783319564357豆瓣评分 评价人数不足 评价: 写笔记 写书评 加入购书单 分享到 ...
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...
Volume I of the book is entirely devoted to the theory of mean field games without a common noise. The first half of the volume provides a self-contained introduction to mean field games, starting from concrete illustrations of games with a finite number of players, and ending with ready-for...