{"title":"Exploration Noise for Learning Linear-Quadratic Mean Field Games","authors":"François Delarue, Athanasios Vasileiadis","doi":"10.1287/moor.2021.0157","DOIUrl":null,"url":null,"abstract":"The goal of this paper is to demonstrate that common noise may serve as an exploration noise for learning the solution of a mean field game. This concept is here exemplified through a toy linear-quadratic model, for which a suitable form of common noise has already been proven to restore existence and uniqueness. We here go one step further and prove that the same form of common noise may force the convergence of the learning algorithm called fictitious play, and this without any further potential or monotone structure. Several numerical examples are provided to support our theoretical analysis.Funding: F. Delarue acknowledges the financial support of the European Research Council (ERC) under the European Union’s Horizon 2020 research and innovation programme [AdG ELISA project, Grant 101054746]. A. Vasileiadis acknowledge the financial support of French ANR project ANR-19-P3IA-0002-3IA Côte d'Azur-Nice-Interdisciplinary Institute for Artificial Intelligence.","PeriodicalId":1,"journal":{"name":"Accounts of Chemical Research","volume":null,"pages":null},"PeriodicalIF":16.4000,"publicationDate":"2024-07-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Accounts of Chemical Research","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1287/moor.2021.0157","RegionNum":1,"RegionCategory":"化学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"CHEMISTRY, MULTIDISCIPLINARY","Score":null,"Total":0}
引用次数: 0
Abstract
The goal of this paper is to demonstrate that common noise may serve as an exploration noise for learning the solution of a mean field game. This concept is here exemplified through a toy linear-quadratic model, for which a suitable form of common noise has already been proven to restore existence and uniqueness. We here go one step further and prove that the same form of common noise may force the convergence of the learning algorithm called fictitious play, and this without any further potential or monotone structure. Several numerical examples are provided to support our theoretical analysis.Funding: F. Delarue acknowledges the financial support of the European Research Council (ERC) under the European Union’s Horizon 2020 research and innovation programme [AdG ELISA project, Grant 101054746]. A. Vasileiadis acknowledge the financial support of French ANR project ANR-19-P3IA-0002-3IA Côte d'Azur-Nice-Interdisciplinary Institute for Artificial Intelligence.
期刊介绍：
Accounts of Chemical Research presents short, concise and critical articles offering easy-to-read overviews of basic research and applications in all areas of chemistry and biochemistry. These short reviews focus on research from the author’s own laboratory and are designed to teach the reader about a research project. In addition, Accounts of Chemical Research publishes commentaries that give an informed opinion on a current research problem. Special Issues online are devoted to a single topic of unusual activity and significance.
Accounts of Chemical Research replaces the traditional article abstract with an article "Conspectus." These entries synopsize the research affording the reader a closer look at the content and significance of an article. Through this provision of a more detailed description of the article contents, the Conspectus enhances the article's discoverability by search engines and the exposure for the research.
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