Target problem for mean field type differential game
نویسندگان
چکیده
منابع مشابه
MATHEMATICAL MODELLING FOR DICE FINDER GAME PROBLEM
Play is often episodic and mission-centric, with a series of challenges culminating in a final puzzle or enemy that must be overcome. Multiple missions played with the same characters may be related to each other in a plot arc of escalating challenges. The exact tone, structure, pace and end (if any) vary from game to game depending on the needs and preferences of the players, as in [9]. "THE C...
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 کاملA characterization of sub-game perfect Nash equilibria for SDEs of mean field type
We study a class of dynamic decision problems of mean field type with time inconsistent cost functionals, and derive a stochastic maximum principle to characterize subgame perfect Nash equilibrium points. Subsequently, this approach is extended to a mean field game to construct decentralized strategies and obtain an estimate of their performance.
متن کاملA Characterization of Sub-game Perfect Equilibria for SDEs of Mean-Field Type
We study a class of dynamic decision problems of mean field type with time inconsistent cost functionals, and derive a stochastic maximum principle to characterize subgame perfect equilibrium points. Subsequently, this approach is extended to a mean field game to construct decentralized strategies and obtain an estimate of their performance.
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: IFAC-PapersOnLine
سال: 2018
ISSN: 2405-8963
DOI: 10.1016/j.ifacol.2018.11.499