Graphon mean field game
WebJul 9, 2024 · This aspect is particularly relevant to solve very large games with complex structures, in high dimension or with common sources of randomness. In this chapter, we review the literature on the interplay between mean field games and deep learning, with a focus on three families of methods. A special emphasis is given to financial applications. WebApr 1, 2024 · This paper formulates infinite dimensional graphon dynamical systems to study the limit problem of linear quadratic Gaussian graphon mean field game (LQG-GMFG). The limit problem is characterized ...
Graphon mean field game
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WebAug 24, 2024 · Existence and uniqueness results are provided as well as convergence of the finite-player network game optimal strategy profiles to their analogs for the graphon games. We also show that equilibrium strategy profiles of a graphon game provide approximate Nash equilibria for the finite-player games. Connections with mean field … WebDec 1, 2024 · Caines and Huang in [42] combined the ideas of MFGs and graphon games to define Graphon Mean field games (GMFG) where there are a large number of strategic agents with incomplete dynamic ...
WebNov 29, 2024 · Recent advances at the intersection of dense large graph limits and mean field games have begun to enable the scalable analysis of a broad class of dynamical sequential games with large numbers of agents. So far, results have been largely limited to graphon mean field systems with continuous-time diffusive or jump dynamics, typically … WebDec 17, 2024 · This repository is the official implementation of Learning Graphon Mean Field Games and Approximate Nash Equilibria. - GitHub - tudkcui/gmfg-learning: This …
Webnetworks, Graphon Mean Field Game (GMFG) theory was proposed and developed in [1]–[3]. It generalizes classical mean field game theory ([25], [26]) in the sense that each node may be influenced by a different local mean field. Under suitable technical conditions, Nash equilibria and Webgraphon mean field systems with control, the latter proposing many clusters of agents as well as proving an approximate Nash property as the number of clusters and …
WebGRAPHON MEAN FIELD GAMES AND THE GMFG EQUATIONS PETER E. CAINES AND MINYI HUANG ABSTRACT. The emergence of the graphon theory of large networks …
WebThe emergence of the graphon theory of large networks and their infinite limits has enabled the formulation of a theory of the centralized control of dynamical systems distributed on asymptotically infinite networks. Furthermore, the study of the decentralized control of such systems has been initiated in which graphon mean field games (GMFG) and the … churchillhousesocialclub.org.uk/wp-adminWebDec 17, 2024 · This paper studies approximate solutions to large-scale linear quadratic stochastic games with homogeneous nodal dynamics and heterogeneous network … churchill house social clubWebFeb 1, 2024 · This suggests a new approach for design of interventions and parameter inference based on the limiting infinite population graphon game. We show that, under some regularity assumptions, such approach enables the design of asymptotically optimal interventions via the solution of an optimization problem with much lower dimension than … devlyn thompson rioWebDec 13, 2024 · Moreover, the study of the decentralized control of such systems was initiated in [Caines and Huang, CDC 2024] where Graphon Mean Field Games (GMFG) and the GMFG equations were formulated for the analysis of noncooperative dynamic games on unbounded networks. In that work, existence and uniqueness results were … devlyn thompson riWebJan 28, 2024 · Recent advances at the intersection of dense large graph limits and mean field games have begun to enable the scalable analysis of a broad class of dynamical sequential games with large numbers of agents. So far, results have been largely limited to graphon mean field systems with continuous-time diffusive or jump dynamics, typically … churchill house national trustWebApr 1, 2024 · A graphon time-varying dynamical system model is first formulated to study the finite and then limit problems of linear quadratic Gaussian graphon mean field games (LQG-GMFG). The Nash equilibrium of the limit problem is then characterized by two coupled graphon time-varying dynamical systems. Sufficient conditions are established … devlyn thompson seattleWebSep 8, 2024 · Abstract. In this paper, we consider a discrete-time Stackelberg graphon mean field game with a finite number of leaders, a finite number of major followers and an infinite number of minor ... devlyn torreon