Learning in mean field games: The fictitious play
From MaRDI portal
Publication:2968798
DOI10.1051/cocv/2016004zbMath1365.35183arXiv1507.06280OpenAlexW4298044389MaRDI QIDQ2968798
Saeed Hadikhanloo, Pierre Cardaliaguet
Publication date: 22 March 2017
Published in: ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1507.06280
Learning and adaptive systems in artificial intelligence (68T05) Differential games (aspects of game theory) (91A23) Games with infinitely many players (91A07) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Hamilton-Jacobi equations (35F21)
Related Items
Optimal stopping in mean field games, an obstacle problem approach, Rates of convergence for the policy iteration method for mean field games systems, Random features for high-dimensional nonlocal mean-field games, On the Discretization of Some Nonlinear Fokker--Planck--Kolmogorov Equations and Applications, Mean field game of controls and an application to trade crowding, Unified reinforcement Q-learning for mean field game and control problems, Convergence of deep fictitious play for stochastic differential games, On first order mean field game systems with a common noise, Monotone Solutions of the Master Equation for Mean Field Games with Idiosyncratic Noise, Mean field control hierarchy, Non-coercive first order mean field games, A mean-field game model for homogeneous flocking, Linear programming fictitious play algorithm for mean field games with optimal stopping and absorption, Error estimates of a theta-scheme for second-order mean field games, Discrete potential mean field games: duality and numerical resolution, Generalized conditional gradient and learning in potential mean field games, A fictitious-play finite-difference method for linearly solvable mean field games, Deterministic mean field games with control on the acceleration, High order computation of optimal transport, mean field planning, and potential mean field games, Preconditioning the Augmented Lagrangian Method for Instationary Mean Field Games with Diffusion, Policy iteration method for time-dependent mean field games systems with non-separable Hamiltonians, A myopic adjustment process for mean field games with finite state and action space, Learning Optimal Policies in Potential Mean Field Games: Smoothed Policy Iteration Algorithms, Dynamics of market making algorithms in dealer markets: Learning and tacit collusion, Selected topics in mean field games, Stable solutions in potential mean field game systems, Optimal individual strategies for influenza vaccines with imperfect efficacy and durability of protection, Fokker-Planck equations of jumping particles and mean field games of impulse control, An introduction to mean field game theory, Convergence of some mean field games systems to aggregation and flocking models, On the asymptotic nature of first order mean field games, High order variational numerical schemes with application to Nash-MFG vaccination games, Schauder estimates for a class of potential mean field games of controls, Mean-field Analysis of Multipopulation Dynamics with Label Switching, A policy iteration method for mean field games, Semiconcavity and sensitivity analysis in mean-field optimal control and applications, Splitting methods for a class of non-potential mean field games, Submodular mean field games: existence and approximation of solutions, Mean-field games of finite-fuel capacity expansion with singular controls, Finite mean field games: fictitious play and convergence to a first order continuous mean field game, Entropy Regularization for Mean Field Games with Learning
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Geodesics for a class of distances in the space of probability measures
- Semiconcave functions, Hamilton-Jacobi equations, and optimal control
- Transport equation and Cauchy problem for BV vector fields
- Second order mean field games with degenerate diffusion and local coupling
- Mean field games. I: The stationary case
- Mean field games. II: Finite horizon and optimal control
- Ordinary differential equations, transport theory and Sobolev spaces
- Mean field games
- Potential games
- Fictitious play property for games with identical interests
- Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
- Long time average of first order mean field games and weak KAM theory
- An iterative method of solving a game
- Probabilistic Analysis of Mean-Field Games
- Partial differential equation models in macroeconomics
- MEAN FIELD GAMES EQUATIONS WITH QUADRATIC HAMILTONIAN: A SPECIFIC APPROACH
- Weak Solutions for First Order Mean Field Games with Local Coupling