Probabilistic Approach to Mean Field Games and Mean Field Type Control Problems with Multiple Populations

Masaaki Fujii

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Probabilistic Approach to Mean Field Games and Mean Field Type Control Problems with Multiple Populations

机译：多种群平均场博弈和平均场类型控制问题的概率方法

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We systematically investigate mean field games and mean field type control problems with multiple populations. We study the mean field limits of the three different situations; (i) every agent is non-cooperative; (ii) the agents within each population are cooperative; and (iii) the agents in some populations are cooperative. We provide several sets of sufficient conditions for the existence of a mean field equilibrium for each case. We also show that, under appropriate conditions, each mean field solution actually provides an approximate Nash equilibrium for the corresponding game with a large but finite number of agents.

机译：我们系统地调查现场游戏和意思意思是有多个字段类型控制问题人群。三种不同的情况;非合作;人口是合作;在一些人口合作。几集的充分条件平均场均衡的存在性的情况。条件,实际上每个意味着字段的解决方案提供了一个近似的纳什均衡相应的游戏,但有限的代理。

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《Minimax theory and its applications》 |2022年第1期|1-56|共56页
作者
Masaaki Fujii;
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Quantitative Finance Course, Grad. School of Economics, University of Tokyo, Japan;

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正文语种英语
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Probabilistic Approach to Mean Field Games and Mean Field Type Control Problems with Multiple Populations

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