共同噪声下经验测度的大偏差的均场博弈方法
A Mean Field Game approach to Large Deviations for empirical measures under common noise
AI总结:
本文提出一种基于PDE方法的均场博弈框架,用于推导McKean-Vlasov动力学下经验测度的大偏差速率函数,进一步验证了均场博弈与大偏差理论的联系。
摘要:
我们提出了一种均场博弈方法,用于获得在McKean-Vlasov动力学下相互作用粒子经验测度的速率函数。尽管该结果众所周知,但我们的方法依赖于偏微分方程(PDE)方法,并提供了均场博弈与大偏差之间众所周知的联系的另一个例子。
英文摘要:
We present a Mean Field Game approach to obtain the rate function for the empirical measure of interacting particles under McKean-Vlasov dynamics. Although the result is well known, our approach relies on PDE methods and provides another example of the well known connection between Mean Field Games and Large Deviations.
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。