数据多项式增长条件下确定性平均场博弈的逼近

IF 16.4 1区化学 Q1 CHEMISTRY, MULTIDISCIPLINARY Accounts of Chemical Research Pub Date : 2023-01-01 DOI:10.3934/jdg.2023018

Justina Gianatti, Francisco J. Silva, Ahmad Zorkot

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引用次数: 1

摘要

我们考虑了一个确定性的平均场博弈问题，其中一个典型的智能体解决了一个最优控制问题，其中动力学是仿射的，而成本函数是一个多项式增长的状态变量。在此框架下，我们构造了一个离散时间有限状态空间的平均场博弈问题，该问题近似于原博弈的平衡点。给出了用虚拟游戏法求解的两个数值算例。

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Approximation of deterministic mean field games under polynomial growth conditions on the data

We consider a deterministic mean field game problem in which a typical agent solves an optimal control problem where the dynamics is affine with respect to the control and the cost functional has a growth which is polynomial with respect to the state variable. In this framework, we construct a mean field game problem in discrete time and finite state space that approximates equilibria of the original game. Two numerical examples, solved with the fictitious play method, are presented.

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来源期刊

Accounts of Chemical Research 化学-化学综合

CiteScore

31.40

自引率

1.10%

发文量

312

审稿时长

2 months

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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