学习线性-二次均值场博弈的探索噪声

IF 16.4 1区化学 Q1 CHEMISTRY, MULTIDISCIPLINARY Accounts of Chemical Research Pub Date : 2024-07-24 DOI:10.1287/moor.2021.0157

François Delarue, Athanasios Vasileiadis

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引用次数: 0

摘要

本文旨在证明普通噪声可以作为学习均值场博弈解的探索噪声。本文通过一个玩具线性二次模型来例证这一概念，对于该模型，一种合适形式的普通噪声已被证明可以恢复其存在性和唯一性。在此，我们更进一步证明，同样形式的共同噪声可以迫使称为虚构博弈的学习算法收敛，而且无需任何进一步的势或单调结构。我们提供了几个数值例子来支持我们的理论分析：F. Delarue 感谢欧洲研究理事会（ERC）在欧盟地平线 2020 研究与创新计划[AdG ELISA 项目，资助金 101054746]下提供的资金支持。A. Vasileiadis 感谢法国国家科学研究署项目 ANR-19-P3IA-0002-3IA Côte d'Azur-Nice-Interdisciplinary Institute for Artificial Intelligence 的资助。

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Exploration Noise for Learning Linear-Quadratic Mean Field Games

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.

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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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