Some remarks on mean field games
Some remarks on mean field games
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DOI：
10.1080/03605302.2018.1542438
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发表时间：
2019-03-04
影响因子：
1.9
通讯作者：
Lions, Pierre-Louis
中科院分区：
文献类型：
--
作者：
Bertucci, Charles;Lasry, Jean-Michel;Lions, Pierre-Louis
本文从三个方面研究了平均场博弈。第一种情况是每个参与者的动态取决于其他参与者的策略。第二个问题涉及离散空间模型中的“噪声”建模和这种情况下主方程的制定。最后，我们展示了如何MFG减少代理模型时，跨期偏好率趋于无穷大，即当预期的球员消失。
In this article, we study three aspects of mean field games (MFG). The first one is the case when the dynamics of each player depend on the strategies of the other players. The second one concerns the modeling of "noise" in discrete space models and the formulation of the Master Equation in this case. Finally, we show how MFG reduce to agent based models when the intertemporal preference rate goes to infinity, i.e. when the anticipation of the players vanishes.