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On non-unique solutions in mean field games

机译:在平均野外游戏中的非唯一解决方案

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The theory of mean field games is a tool to understand noncooperative dynamic stochastic games with a large number of players. Much of the theory has evolved under conditions ensuring uniqueness of the mean field game Nash equilibrium. However, in some situations, typically involving symmetry breaking, non-uniqueness of solutions is an essential feature. To investigate the nature of non-unique solutions, this paper focuses on the technically simple setting where players have one of two states, with continuous time dynamics, and the game is symmetric in the players, and players are restricted to using Markov strategies. All the mean field game Nash equilibria are identified for a symmetric follow the crowd game. Such equilibria correspond to symmetric ε-Nash Markov equilibria for N players with ε converging to zero as N goes to infinity. In contrast to the mean field game, there is a unique Nash equilibrium for finite N. It is shown that fluid limits arising from the Nash equilibria for finite N as N goes to infinity are mean field game Nash equilibria, and evidence is given supporting the conjecture that such limits, among all mean field game Nash equilibria, are the ones that are stable fixed points of the mean field best response mapping.
机译:平均野外游戏理论是一种了解具有大量玩家的非自由度动态随机游戏的工具。在确保平均场比赛纳什均衡的唯一性的条件下,这一理论的大部分都在演变。然而,在某些情况下,通常涉及对称性破坏,溶液的非唯一性是重要特征。为了调查非独特解决方案的性质,本文重点介绍了玩家拥有两个州之一的技术上简单的环境,并且游戏在玩家中对称,并且播放器仅限于使用马尔可夫策略。所有平均场比赛纳什均衡都被确定为对称遵循人群游戏。这种均衡对称对称ε-NASH Markov Markov平衡,对于N个玩家,ε会聚到零作为无穷大。与平均场比较相比,有限的NASH均衡有一个独特的纳什均衡。结果表明,由于n为无限的纳什均衡而引起的流体限制是平均野外游戏纳什均衡,并且给予支持的证据猜想这种限制在所有平均场比赛中的纳什均衡中是稳定的固定点的平均现场最佳响应映射。

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