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arXiv 2407.20751math.OCmath.DS
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基于平均场成对比较动态的广义复制者动力学

Generalized replicator dynamics based on mean-field pairwise comparison dynamic

Hidekazu Yoshioka

AI总结:

针对成对比较动态涵盖的进化博弈模型,提出逆控制方法从平均场博弈的大折扣极限中获得广义复制者动力学,为其提供动态规划短视感知极限的新解释,并通过数值方法验证。

摘要:

成对比较动态是巴拿赫空间中的前向常微分方程,其解为依赖时间的概率测度,用于基于非线性非局部协议最大化效用,涵盖复制者动力学及其推广等广泛进化博弈模型。我们提出逆控制方法,从作为耦合前向-后向系统的平均场博弈(MFG)的大折扣极限中获得复制者型成对比较动态。该方法为复制者型动力学提供了新解释,视其为动态规划的短视感知极限。MFG中的代价函数被明确推导以得到广义复制者动力学。我们提出有限差分法计算这些模型,确保概率密度的守恒性、非负性及值函数的界在数值上满足,并针对势博弈和多种条件下的能源管理问题开展大折扣极限的计算收敛性研究。

英文摘要:

The pairwise comparison dynamic is a forward ordinary differential equation in a Banach space whose solution is a time-dependent probability measure to maximize utility based on a nonlinear and nonlocal protocol. It contains a wide class of evolutionary game models, such as replicator dynamics and its generalization. We present an inverse control approach to obtain a replicator-type pairwise comparison dynamic from the large discount limit of a mean field game (MFG) as a coupled forward-backward system. This methodology provides a new interpretation of replicator-type dynamics as a myopic perception limit of the dynamic programming. The cost function in the MFG is explicitly obtained to derive the generalized replicator dynamics. We present a finite difference method to compute these models such that the conservation and nonnegativity of the probability density and bounds of the value function can be numerically satisfied. We conduct a computational convergence study of a large discount limit, focusing on potential games and an energy management problem under several conditions.

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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