Zobrazeno 1 - 10
of 197
pro vyhledávání: '"Laurière Mathieu"'
Publikováno v:
ESAIM: Proceedings and Surveys, Vol 77, Pp 145-175 (2024)
Mean field control (MFC) problems have been introduced to study social optima in very large populations of strategic agents. The main idea is to consider an infinite population and to simplify the analysis by using a mean field approximation. These p
Externí odkaz:
https://doaj.org/article/48c8e77d70674dcfbc3b441a23c19764
Optimal stopping is a fundamental problem in optimization that has found applications in risk management, finance, economics, and recently in the fields of computer science. We extend the standard framework to a multi-agent setting, named multi-agent
Externí odkaz:
http://arxiv.org/abs/2410.08850
Mean field type games (MFTGs) describe Nash equilibria between large coalitions: each coalition consists of a continuum of cooperative agents who maximize the average reward of their coalition while interacting non-cooperatively with a finite number
Externí odkaz:
http://arxiv.org/abs/2409.18152
Autor:
Dayanikli, Gokce, Lauriere, Mathieu
In a regular mean field game (MFG), the agents are assumed to be insignificant, they do not realize their effect on the population level and this may result in a phenomenon coined as the Tragedy of the Commons by the economists. However, in real life
Externí odkaz:
http://arxiv.org/abs/2409.08235
Publikováno v:
ESAIM: Proceedings and Surveys, Vol 65, Pp 114-144 (2019)
We address a class of McKean-Vlasov (MKV) control problems with common noise, called polynomial conditional MKV, and extending the known class of linear quadratic stochastic MKV control problems. We show how this polynomial class can be reduced by su
Externí odkaz:
https://doaj.org/article/df30f085c95a478ca0699f052fc77773
In this paper, we study the problem of robust cooperative multi-agent reinforcement learning (RL) where a large number of cooperative agents with distributed information aim to learn policies in the presence of \emph{stochastic} and \emph{non-stochas
Externí odkaz:
http://arxiv.org/abs/2406.13992
We propose and compare new global solution algorithms for continuous time heterogeneous agent economies with aggregate shocks. First, we approximate the agent distribution so that equilibrium in the economy can be characterized by a high, but finite,
Externí odkaz:
http://arxiv.org/abs/2406.13726
Autor:
Dayanikli, Gokce, Lauriere, Mathieu
In this tutorial, we provide an introduction to machine learning methods for finding Nash equilibria in games with large number of agents. These types of problems are important for the operations research community because of their applicability to r
Externí odkaz:
http://arxiv.org/abs/2406.10441
Mean Field Control Games (MFCG), introduced in [Angiuli et al., 2022a], represent competitive games between a large number of large collaborative groups of agents in the infinite limit of number and size of groups. In this paper, we prove the converg
Externí odkaz:
http://arxiv.org/abs/2405.17017
We consider Cournot mean field games of controls, a model originally developed for the production of an exhaustible resource by a continuum of producers. We prove uniqueness of the solution under general assumptions on the price function. Then, we pr
Externí odkaz:
http://arxiv.org/abs/2405.01812