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arXiv 1908.08793math.OCcs.MA
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Polish空间上的离散时间平均费用平均场对策

Discrete-time average-cost mean-field games on Polish spaces

Naci Saldi

摘要:

在随机动态博弈中,当局中人的数量足够大,且主体之间的交互依赖于经验状态分布时,逼近原博弈的一种方法是引入问题的无穷总体极限。在无穷总体极限下,一般代理人面临着一个\emph{so-called}平均场博弈。本文研究了平均成本准则下的离散时间平均场对策。利用平均成本最优性方程和角谷不动点定理,我们建立了在漂移和极小化条件下,每个代理人的动态平均场博弈的纳什均衡的存在性。然后,我们表明,在平均场博弈中的均衡政策,当通过每个代理,是一个近似的纳什均衡相应的有限代理博弈有足够多的代理。

英文摘要:

In stochastic dynamic games, when the number of players is sufficiently large and the interactions between agents depend on empirical state distribution, one way to approximate the original game is to introduce infinite-population limit of the problem. In the infinite population limit, a generic agent is faced with a \emph{so-called} mean-field game. In this paper, we study discrete-time mean-field games with average-cost criteria. Using average cost optimality equation and Kakutani's fixed point theorem, we establish the existence of Nash equilibria for mean-field games under drift and minorization conditions on the dynamics of each agent. Then, we show that the equilibrium policy in the mean-field game, when adopted by each agent, is an approximate Nash equilibrium for the corresponding finite-agent game with sufficiently many agents.

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。

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