具有渐进策略的均势博弈的相关均衡点

IF 16.4 1区化学 Q1 CHEMISTRY, MULTIDISCIPLINARY

Accounts of Chemical Research Pub Date : 2024-04-29 DOI:10.1287/moor.2022.0357

Ofelia Bonesini, Luciano Campi, Markus Fischer

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引用次数: 0

摘要

在离散时空框架下，我们基于相关均衡的概念研究了一类对称 N 人博弈的均场博弈极限。我们给出了相关解的定义，它允许我们构建近似的 N 人相关均衡，这种均衡在渐进偏差方面是稳健的。我们通过一个有明确解的例子来说明我们的定义：O. Bonesini 感谢工程与物理科学研究委员会的资助[Grant EP/T032146/1]。M. Fischer 感谢帕多瓦大学[研究项目 BIRD229791 "随机均值场控制和薛定谔问题"]的部分资助。

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Correlated Equilibria for Mean Field Games with Progressive Strategies

In a discrete space and time framework, we study the mean field game limit for a class of symmetric N-player games based on the notion of correlated equilibrium. We give a definition of correlated solution that allows us to construct approximate N-player correlated equilibria that are robust with respect to progressive deviations. We illustrate our definition by way of an example with explicit solutions.Funding: O. Bonesini acknowledges financial support from Engineering and Physical Sciences Research Council [Grant EP/T032146/1]. M. Fischer acknowledges partial support through the University of Padua [Research Project BIRD229791 “Stochastic mean field control and the Schrödinger problem”].

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来源期刊

Accounts of Chemical Research 化学-化学综合

CiteScore

31.40

自引率

1.10%

发文量

312

审稿时长

2 months

期刊介绍： Accounts of Chemical Research presents short, concise and critical articles offering easy-to-read overviews of basic research and applications in all areas of chemistry and biochemistry. These short reviews focus on research from the author’s own laboratory and are designed to teach the reader about a research project. In addition, Accounts of Chemical Research publishes commentaries that give an informed opinion on a current research problem. Special Issues online are devoted to a single topic of unusual activity and significance. Accounts of Chemical Research replaces the traditional article abstract with an article "Conspectus." These entries synopsize the research affording the reader a closer look at the content and significance of an article. Through this provision of a more detailed description of the article contents, the Conspectus enhances the article's discoverability by search engines and the exposure for the research.