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Jul, 2020
虚构博弈——均场博弈的连续时间分析与应用
Fictitious Play for Mean Field Games: Continuous Time Analysis and Applications
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Sarah Perrin, Julien Perolat, Mathieu Laurière, Matthieu Geist, Romuald Elie...
TL;DR
本文分析了连续时间虚拟博弈学习算法在各种有限状态均场博弈设置(有限时间,折扣率γ)中的应用,提供了一个新的学习动态来解决平均场博弈模型中存在共同噪声的最优解问题。
Abstract
In this paper, we deepen the analysis of
continuous time fictitious play
learning algorithm to the consideration of various
finite state
mean fie
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