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 …
Recent developments in machine learning methods for stochastic control and games
Stochastic optimal control and games have a wide range of applications, from finance and
economics to social sciences, robotics, and energy management. Many real-world …
economics to social sciences, robotics, and energy management. Many real-world …
[LIVRE][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 …
[LIVRE][B] Mean field games and mean field type control theory
A Bensoussan, J Frehse, P Yam - 2013 - Springer
Mean field theory has raised a lot of interest in recent years, since the independent
introduction by Lasry–Lions and Huang–Caines–Malhamé, see, in particular, Lasry–Lions …
introduction by Lasry–Lions and Huang–Caines–Malhamé, see, in particular, Lasry–Lions …
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 …
Stochastic Control of jump diffusions
Fix a domain\mathcal S ⊂ R^ k (our solvency region) and let Y (t)= Y^(u)(t) be a stochastic
process of the form d Y (t) &= b (Y (t), u (t)) d t+ σ (Y (t), u (t)) d B (t)\nonumber\&\quad+ ∫ …
process of the form d Y (t) &= b (Y (t), u (t)) d t+ σ (Y (t), u (t)) d B (t)\nonumber\&\quad+ ∫ …
Forward–backward stochastic differential equations and controlled McKean–Vlasov dynamics
The purpose of this paper is to provide a detailed probabilistic analysis of the optimal control
of nonlinear stochastic dynamical systems of McKean–Vlasov type. Motivated by the recent …
of nonlinear stochastic dynamical systems of McKean–Vlasov type. Motivated by the recent …
Numerical methods for mean field games and mean field type control
M Lauriere - Mean field games, 2021 - books.google.com
Mean Field Games (MFG) have been introduced to tackle games with a large number of
competing players. Considering the limit when the number of players is infinite, Nash …
competing players. Considering the limit when the number of players is infinite, Nash …
Linear-quadratic optimal control problems for mean-field stochastic differential equations
J Yong - SIAM journal on Control and Optimization, 2013 - SIAM
Linear-quadratic optimal control problems are considered for mean-field stochastic
differential equations with deterministic coefficients. By a variational method, the optimality …
differential equations with deterministic coefficients. By a variational method, the optimality …
Control of McKean–Vlasov dynamics versus mean field games
We discuss and compare two investigation methods for the asymptotic regime of stochastic
differential games with a finite number of players as the number of players tends to the …
differential games with a finite number of players as the number of players tends to the …