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pro vyhledávání: '"Tan Zongjun"'
In this paper, zero-sum mean-field type games (ZSMFTG) with linear dynamics and quadratic utility are studied under infinite-horizon discounted utility function. ZSMFTG are a class of games in which two decision makers whose utilities sum to zero, co
Externí odkaz:
http://arxiv.org/abs/2009.02146
In this paper, zero-sum mean-field type games (ZSMFTG) with linear dynamics and quadratic cost are studied under infinite-horizon discounted utility function. ZSMFTG are a class of games in which two decision makers whose utilities sum to zero, compe
Externí odkaz:
http://arxiv.org/abs/2009.00578
We study infinite horizon discounted Mean Field Control (MFC) problems with common noise through the lens of Mean Field Markov Decision Processes (MFMDP). We allow the agents to use actions that are randomized not only at the individual level but als
Externí odkaz:
http://arxiv.org/abs/1910.12802
We investigate reinforcement learning for mean field control problems in discrete time, which can be viewed as Markov decision processes for a large number of exchangeable agents interacting in a mean field manner. Such problems arise, for instance w
Externí odkaz:
http://arxiv.org/abs/1910.04295
The price of anarchy, originally introduced to quantify the inefficiency of selfish behavior in routing games, is extended to mean field games. The price of anarchy is defined as the ratio of a worst case social cost computed for a mean field game eq
Externí odkaz:
http://arxiv.org/abs/1802.04644
Autor:
Tan, Zongjun, Tankov, Peter
We study the optimal trading policies for a wind energy producer who aims to sell the future production in the open forward, spot, intraday and adjustment markets, and who has access to imperfect dynamically updated forecasts of the future production
Externí odkaz:
http://arxiv.org/abs/1610.04458
Akademický článek
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Publikováno v:
ESAIM: Proceedings and Surveys, Vol 65, Pp 349-383 (2019)
The price of anarchy, originally introduced to quantify the inefficiency of selfish behavior in routing games, is extended to mean field games. The price of anarchy is defined as the ratio of a worst case social cost computed for a mean field game eq
Externí odkaz:
https://doaj.org/article/e2a5ff60f2b14ea98f8a51c72bcfd165
Publikováno v:
Journal of Dynamics & Games; Sep2021, Vol. 8 Issue 4, p403-443, 41p
Akademický článek
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