Hybrid risk-sensitive mean-field stochastic differential games with application to molecular biology
Hybrid risk-sensitive mean-field stochastic differential games with application to molecular biology
复制标题
混合风险敏感平均场随机微分博弈及其在分子生物学中的应用
DOI：
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发表时间：
2011
期刊：
影响因子：
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通讯作者：
T. Başar
中科院分区：
文献类型：
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作者：
Quanyan Zhu;H. Tembine;T. Başar
我们考虑一类平均场非线性随机微分对策（在大人口制度的随机微分对策）与风险敏感的成本函数和两种类型的不确定性：连续时间扰动（布朗运动型）和事件驱动的随机切换。在一定的正则性条件下，首先研究了局中人对平均场的最佳反应，然后用前向-后向宏观McKean-Vlasov（MV）方程、Fokker-Planck-Kolmogorov（FPK）方程和Hamilton-Jacobi-Bellman（HJB）方程刻画了强时间一致Nash均衡解.然后，我们专门的解决方案，线性二次平均场随机微分游戏，并在此框架下研究大肠杆菌的GlpF跨膜通道的最佳运输，其中甘油分子（在游戏中的球员）选择力，以实现最佳的运输通过膜。模拟研究表明，GlpF提高甘油传导更多的周质甘油浓度，这是一致的观察生物物理学文献。
We consider a class of mean-field nonlinear stochastic differential games (resulting from stochastic differential games in a large population regime) with risk-sensitive cost functions and two types of uncertainties: continuous-time disturbances (of Brownian motion type) and event-driven random switching. Under some regularity conditions, we first study the best response of the players to the mean field, and then characterize the (strongly time-consistent Nash) equilibrium solution in terms of backward-forward macroscopic McKean-Vlasov (MV) equations, Fokker-Planck-Kolmogorov (FPK) equations, and Hamilton-Jacobi-Bellman (HJB) equations. We then specialize the solution to linear-quadratic mean-field stochastic differential games, and study in this framework the optimal transport of the GlpF transmembrane channel of Escherichia coli, where glycerol molecules (as players in the game) choose forces to achieve optimal transport through the membrane. Simulation studies show that GlpF improves the glycerol conduction more in a higher periplasmic glycerol concentration, which is consistent with observations made in the biophysics literature.
影响因子：
8.6
作者：
Fangqiang Zhu;E. Tajkhorshid;K. Schulten
通讯作者：
Fangqiang Zhu;E. Tajkhorshid;K. Schulten
影响因子：
3.4
作者：
Lu, DY;Grayson, P;Schulten, K
通讯作者：
Schulten, K
影响因子：
56.9
作者：
Fu, DX;Libson, A;Stroud, RM
通讯作者：
Stroud, RM