平均场型微分对策的Krasovskiii-Subbotin方法
Krasovskii-Subbotin approach to mean field type differential games
摘要:
平均场型微分对策是由两个具有相反目的的局中人控制的相同主体在平均场相互作用下的大系统的数学模型。我们研究的情况下,每个代理商的动态是由常微分方程和球员可以观察到的代理商的分布。我们构造了次优策略并证明了价值函数的存在性。
英文摘要:
A mean field type differential game is a mathematical model of a large system of identical agents under mean-field interaction controlled by two players with opposite purposes. We study the case when the dynamics of each agent is given by ODE and the players can observe the distribution of the agents. We construct suboptimal strategies and prove the existence of the value function.
机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。