Large-Scale Dynamics of Mean-Field Games Driven by Local Nash Equilibria
نویسندگان
چکیده
We introduce a new mean field kinetic model for systems of rational agents interacting in a game-theoretical framework. This model is inspired from noncooperative anonymous games with a continuum of players and Mean-Field Games. The large time behavior of the system is given by a macroscopic closure with a Nash equilibrium serving as the local thermodynamic equilibrium. An application of the presented theory to a social model (herding behavior) is discussed.
منابع مشابه
Evolutionary network games: equilibria from imitation and best-response dynamics
We consider games of strategic substitutes and strategic complements on networks. We introduce two different evolutionary dynamics in order to refine their multiplicity of equilibria, and we analyse the system through a mean field approach. We find that for the best-shot game, taken as a model for substitutes, a replicator-like dynamics does not lead to Nash equilibria, whereas it leads to uniq...
متن کاملDistributed Multi-Agent Decision-Making with Partial Observations: Asymptotic Nash Equilibria
We consider dynamic games in a large population of stochastic agents which are coupled by both individual dynamics and costs. These agents each have local noisy measurements of its own state. We investigate the synthesis of decentralized Nash strategies for the agents. The study for this class of large-scale systems provides interesting insights into competitive decision-making with localized i...
متن کاملStochastic Learning of Equilibria in Games: The Ordinary Differential Equation Method
Our purpose is to discuss stochastic algorithms to learn equilibria in games, and their time of convergence. To do so, we consider a general class of stochastic algorithms that converge weakly (in the sense of weak convergence for stochastic processes) towards solutions of particular ordinary differential equations, corresponding to their mean-field approximations. Tuning parameters in these al...
متن کاملApproximate Nash Equilibria in Partially Observed Stochastic Games with Mean-Field Interactions
Establishing the existence of Nash equilibria for partially observed stochastic dynamic games is known to be quite challenging, with the difficulties stemming from the noisy nature of the measurements available to individual players (agents) and the decentralized nature of this information. When the number of players is sufficiently large and the interactions among agents is of the mean-field t...
متن کاملDecentralized Convergence to Nash Equilibria in Constrained Mean Field Control
This paper considers decentralized control and optimization methodologies for large populations of systems, consisting of several agents with different individual behaviors, constraints and interests, and affected by the aggregate behavior of the overall population. For such large-scale systems, the theory of “mean field” games and control has been successfully applied in various scientific dis...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
- J. Nonlinear Science
دوره 24 شماره
صفحات -
تاریخ انتشار 2014