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Markov||Nash Equilibria in Mean|Field Games with Discounted Cost


Markov-Nash Equilibria in Mean-Field Games with Discounted Cost

Title:Markov-Nash Equilibria in Mean-Field Games with Discounted Cost ... Abstract:In this paper, we consider discrete-time dynamic games of the ...

Markov--Nash Equilibria in Mean-Field Games with Discounted Cost

Under mild assumptions, we demonstrate the existence of a mean-field equilibrium in the infinite-population limit N → ∞ , and then show that the policy obtained ...

Markov-Nash equilibria in mean-field games with discounted cost

In. Section II, we formulate the finite-agent discrete-time game problem of the mean-field type and introduce the solution concept of Markov-Nash equilibrium, ...

Markov-Nash equilibria in mean-field games with discounted cost

Markov-Nash equilibria in mean-field games with discounted cost ; Number of pages, 32 ; Journal, SIAM Journal on Control and Optimization ; Volume, 56 ; Issue ...

Markov--Nash Equilibria in Mean-Field Games with Discounted Cost

Markov--Nash Equilibria in Mean-Field Games with Discounted Cost · Contents. SIAM Journal on Control and Optimization. Volume 56, Issue 6 · PREVIOUS ARTICLE. On ...

Markov-Nash Equilibria in Mean-Field Games with Discounted Cost

Request PDF | Markov-Nash Equilibria in Mean-Field Games with Discounted Cost | In this paper, we consider discrete-time dynamic games of the mean-field ...

Markov--Nash Equilibria in Mean-Field Games with Discounted Cost

In section 2 we formulate the finite-agent discrete-time game problem of the mean-field type and introduce the solution concept of Markov–Nash ...

Stationary Equilibria of Mean Field Games with Finite State and ...

equilibrium in an infinite horizon mean field game where the expected discounted reward ... shown that mean field equilibria are -Nash equilibria.

Model and Reinforcement Learning for Markov Games with Risk ...

Table 2 shows the discounted cost under equilibrium by simulation (1000 samples). ... vice provider reduce its mean cost, while increase the mean cost of the ...

Mean Field Games for Large-Population Multiagent Systems with ...

... The authors in [9,10] studied mean field games for multi-agent systems with ergodic costs. The work [11] investigated mean field games with Markov jump ...

Population-size-Aware Policy Optimization for Mean-Field Games

... ||A||B|(1-\gamma)^{-3}\epsilon^{-2})$ for finding the Nash equilibrium ... Markov-Nash equilibria in mean-field games with discounted cost · Naci SaldiT ...

ε-EQUILIBRIA FOR STOCHASTIC GAMES WITH UNCOUNTABLE ...

space of all infinite histories of the game, endowed with the product σ-field. ... follows from (3.10)) mean that the Markov chain is µ-uniform geometric ergodic; ...

learning graphon mean field games - OpenReview

Markov–nash equilibria in mean-field games with discounted cost. SIAM ... = |X ||U |Mf E. X j∈VN \{i} Z( j−1. N , j. N ] π. dNαe. N t. (u | x) − πα t ...

A Constructive Study of Markov Equilibria in Stochastic Games with ...

Nash equilibrium values form a complete lattice, with least and greatest equilibrium value ... By an ”infinite game”, we mean a game where either (c) the horizon ...

mean field games for large-population multiagent systems with ...

MEAN FIELD GAMES FOR LPMAS WITH MARKOV JUMPS. 2309 agent is negligible. The key idea of tackling this class of game problems is to transform the large ...

Learning Equilibria in Mean-Field Games: Introducing ... - IFAAMAS

Note that the general treatment is fundamentally different for Mean-Field. Nash equilibria (Section 4), and for Mean-Field (coarse) correlated equilibria ( ...

Policy Optimization in Zero-Sum Markov Games: Fictitious Self-Play...

... mean by obtained from (3.3) and “which operates in the functional space ... Nash equilibrium at a sublinear rate. The paper is well written though the ...

Convergence Rates for Localized Actor-Critic in Networked Markov ...

The major difference between the mean-field set- ting and our setting is ... Efficiently com- puting nash equilibria in adversarial team markov games.

Learning Equilibria in Mean-Field Games - arXiv

Theorem 6 (mean-field PSRO convergence to Nash equilibria). MF-PSRO(Nash) converges to a Nash equilibrium of the true game. 5 Convergence to ( ...

On the difficulty of computing solution concepts for n-player Markov ...

oped in the field of game theory to games with sequential decision making. ... In 1951, John Nash proved the following fundamental theorem for the ...