An overview of multi-agent reinforcement learning from game theoretical perspective
Y Yang, J Wang - arXiv preprint arXiv:2011.00583, 2020 - arxiv.org
Following the remarkable success of the AlphaGO series, 2019 was a booming year that
witnessed significant advances in multi-agent reinforcement learning (MARL) techniques …
witnessed significant advances in multi-agent reinforcement learning (MARL) techniques …
Mean field games models—a brief survey
The mean-field framework was developed to study systems with an infinite number of
rational agents in competition, which arise naturally in many applications. The systematic …
rational agents in competition, which arise naturally in many applications. The systematic …
[图书][B] Probabilistic theory of mean field games with applications I-II
The lion's share of this chapter is devoted to the construction of equilibria for mean field
games with a common noise. We develop a general two-step strategy for the search of weak …
games with a common noise. We develop a general two-step strategy for the search of weak …
Mean field games
PE Caines - Encyclopedia of systems and control, 2021 - Springer
The notion of the infinite population limit of large population games where agents are
realized by controlled stochastic dynamical systems is introduced. The theory of infinite …
realized by controlled stochastic dynamical systems is introduced. The theory of infinite …
Mean field game of controls and an application to trade crowding
P Cardaliaguet, CA Lehalle - Mathematics and Financial Economics, 2018 - Springer
In this paper we formulate the now classical problem of optimal liquidation (or optimal
trading) inside a mean field game (MFG). This is a noticeable change since usually …
trading) inside a mean field game (MFG). This is a noticeable change since usually …
Mean field games and systemic risk
We propose a simple model of inter-bank borrowing and lending where the evolution of the
log-monetary reserves of $ N $ banks is described by a system of diffusion processes …
log-monetary reserves of $ N $ banks is described by a system of diffusion processes …
[图书][B] Lectures on BSDEs, stochastic control, and stochastic differential games with financial applications
R Carmona - 2016 - SIAM
This book grew out of the lecture notes I prepared for a graduate class I taught at Princeton
University in 2011–12, and again in 2012–13. My goal was to introduce the students to …
University in 2011–12, and again in 2012–13. My goal was to introduce the students to …
[图书][B] Regularity theory for mean-field game systems
This book brings together several recent developments on the regularity theory for mean-
field game systems. We detail several classes of methods and present a concise overview of …
field game systems. We detail several classes of methods and present a concise overview of …
[图书][B] A probabilistic approach to classical solutions of the master equation for large population equilibria
We analyze a class of nonlinear partial differential equations (PDEs) defined on $\mathbb
{R}^ d\times\mathcal {P} _2 (\mathbb {R}^ d), $ where $\mathcal {P} _2 (\mathbb {R}^ d) $ is …
{R}^ d\times\mathcal {P} _2 (\mathbb {R}^ d), $ where $\mathcal {P} _2 (\mathbb {R}^ d) $ is …