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

In this paper, we consider discrete-time dynamic games of the mean-field type with a finite number N of agents subject to an infinite-horizon ...

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

Markov-Nash Equilibria in Mean-Field Games with Discounted Cost. Naci Saldi, Tamer Basar, and Maxim Raginsky. Abstract—In this paper, we consider discrete ...

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 this paper, we consider discrete-time mean-field games with a Polish state space, under the infinite-horizon discounted-cost optimality ...

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

Markov--Nash Equilibria in Mean-Field Games with Discounted Cost Check holdings University Collections Facility Temporarily unavailable, see "Can I request ...

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

Request PDF | On May 1, 2017, Naci Saldi and others published Markov-Nash equilibria in mean-field games with discounted cost | Find, read and cite all the ...

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

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

Learning Mean-Field Games with Discounted and Average Costs

We consider learning approximate Nash equilibria for discrete-time mean-field games with stochastic nonlinear state dynamics subject to both average and ...

Learning in Discounted-cost and Average-cost Mean-field Games

Abstract:We consider learning approximate Nash equilibria for discrete-time mean-field games with nonlinear stochastic state dynamics ...

Learning Mean-Field Games with Discounted and Average Costs

Keywords: Mean-field games, approximate Nash equilibrium, fitted Q-iteration algo- rithm, discounted-cost, average-cost. 1. Introduction. We consider learning ...

Existence of stationary Nash equilibrium of discounted stochastic ...

N-player discounted stochastic games with finite state and action spaces possess a Nash equilibrium in stationary strategies.

Value iteration algorithm for mean-field games - ScienceDirect.com

In the literature, the existence of mean-field equilibria has been established for a very general class of mean-field game models under both the discounted cost ...

Approximate Markov-Nash Equilibria for Discrete-Time Risk ...

In this paper, we study a class of discrete-time mean-field games under the infinite-horizon risk-sensitive optimality criterion.

A General Theory for Discrete-Time Mean-Field Games - IPAM, UCLA

I will then show that the policy obtained from the mean-field equilibrium is approximately Markov-Nash when the number of players is sufficiently large.

Multiple-Population Discrete-Time Mean Field Games with ...

In the paper we present a model of discrete-time mean-field game with multiple populations of players. Its main result shows that the ...

Learning mean-field games with discounted and average costs

We consider learning approximate Nash equilibria for discrete-time mean-field games with stochastic nonlinear state dynamics subject to both ...

Markov Equilibria in Discounted Stochastic Games - ScienceDirect

Rates of convergence for the policy iteration method for Mean Field Games systems. Journal of Mathematical Analysis and Applications, Volume 512, Issue 1 ...