The mean field game convergence problem
نویسندگان
چکیده
منابع مشابه
On The Mean Convergence of Biharmonic Functions
Let denote the unit circle in the complex plane. Given a function , one uses t usual (harmonic) Poisson kernel for the unit disk to define the Poisson integral of , namely . Here we consider the biharmonic Poisson kernel for the unit disk to define the notion of -integral of a given function ; this associated biharmonic function will be denoted by . We then consider the dilations ...
متن کاملOn Mean Field Convergence and Stationary Regime
Assume that a family of stochastic processes on some Polish space E converges to a deterministic process; the convergence is in distribution (hence in probability) at every fixed point in time. This assumption holds for a large family of processes, among which many mean field interaction models and is weaker than previously assumed. We show that any limit point of an invariant probability of th...
متن کاملA Mean Field Game of Optimal Stopping
We formulate a stochastic game of mean field type where the agents solve optimal stopping problems and interact through the proportion of players that have already stopped. Working with a continuum of agents, typical equilibria become functions of the common noise that all agents are exposed to, whereas idiosyncratic randomness can be eliminated by an Exact Law of Large Numbers. Under a structu...
متن کاملMinority Game: a mean-field-like approach
We calculate the standard deviation of (N1 − N0), the difference of the number of agents choosing between the two alternatives of the minority game. Our approach is based on two approximations: we use the whole set of possible strategies, rather than only those distributed between the agents involved in a game; moreover, we assume that a period-two dynamics discussed by previous authors is appr...
متن کاملMicrocanonical Mean Field Annealing: A New Algorithm for Increasing the Convergence Speed of Mean Field Annealing
In this paper, we consider the convergence speed of mean field annealing (MFA). We combine MFA with microcanonical simulation(MCS) method and propose a new algorithm called microcanonical mean field annealing(MCMFA). In the proposed algorithm, cooling speed is controlled by current temperature so that computation in the MFA can be reduced without degradation of performance. In addition, the sol...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Proceedings of symposia in applied mathematics
سال: 2021
ISSN: ['0160-7634', '2324-7088']
DOI: https://doi.org/10.1090/psapm/078/03