An overview of multi-agent reinforcement learning from game theoretical perspective
Y Yang, J Wang - arXiv preprint arXiv:2011.00583, 2020 - arxiv.org
Following the remarkable success of the AlphaGO series, 2019 was a booming year that
witnessed significant advances in multi-agent reinforcement learning (MARL) techniques …
witnessed significant advances in multi-agent reinforcement learning (MARL) techniques …
Numerical methods for mean field games and mean field type control
M Lauriere - Mean field games, 2021 - books.google.com
Mean Field Games (MFG) have been introduced to tackle games with a large number of
competing players. Considering the limit when the number of players is infinite, Nash …
competing players. Considering the limit when the number of players is infinite, Nash …
[图书][B] A probabilistic approach to classical solutions of the master equation for large population equilibria
We analyze a class of nonlinear partial differential equations (PDEs) defined on $\mathbb
{R}^ d\times\mathcal {P} _2 (\mathbb {R}^ d), $ where $\mathcal {P} _2 (\mathbb {R}^ d) $ is …
{R}^ d\times\mathcal {P} _2 (\mathbb {R}^ d), $ where $\mathcal {P} _2 (\mathbb {R}^ d) $ is …
On the convergence of closed-loop Nash equilibria to the mean field game limit
D Lacker - The Annals of Applied Probability, 2020 - JSTOR
This paper continues the study of the mean field game (MFG) convergence problem: In what
sense do the Nash equilibria of n-player stochastic differential games converge to the mean …
sense do the Nash equilibria of n-player stochastic differential games converge to the mean …
An introduction to mean field game theory
These notes are an introduction to Mean Field Game (MFG) theory, which models differential
games involving infinitely many interacting players. We focus here on the Partial Differential …
games involving infinitely many interacting players. We focus here on the Partial Differential …
Finite state mean field games with Wright–Fisher common noise
We force uniqueness in finite state mean field games by adding a Wright–Fisher common
noise. We achieve this by analyzing the master equation of this game, which is a degenerate …
noise. We achieve this by analyzing the master equation of this game, which is a degenerate …
Closed-loop convergence for mean field games with common noise
This paper studies the convergence problem for mean field games with common noise. We
define a suitable notion of weak mean field equilibria, which we prove captures all …
define a suitable notion of weak mean field equilibria, which we prove captures all …
Selection of equilibria in a linear quadratic mean-field game
F Delarue, RF Tchuendom - Stochastic Processes and their Applications, 2020 - Elsevier
In this paper, we address an instance of uniquely solvable mean-field game with a common
noise whose corresponding counterpart without common noise has several equilibria. We …
noise whose corresponding counterpart without common noise has several equilibria. We …
Applications of mean field games in financial engineering and economic theory
R Carmona - arXiv preprint arXiv:2012.05237, 2020 - arxiv.org
This is an expanded version of the lecture given at the AMS Short Course on Mean Field
Games, on January 13, 2020 in Denver CO. The assignment was to discuss applications of …
Games, on January 13, 2020 in Denver CO. The assignment was to discuss applications of …
Weak solutions to the master equation of potential mean field games
The purpose of this work is to introduce a notion of weak solution to the master equation of a
potential mean field game and to prove that existence and uniqueness hold under quite …
potential mean field game and to prove that existence and uniqueness hold under quite …