Geodesic
Learning in mean field games: The fictitious play
Cardaliaguet, Pierre1 idref ; Hadikhanloo, Saeed2 idref
1Université Paris-Dauphine, PSL Research University, Ceremade, Place du Maréchal de Lattre de Tassigny 75775 Paris cedex 16, France.
2Université Paris-Dauphine, PSL Research University, Lamsade, Place du Maréchal de Lattre de Tassigny 75775 Paris cedex 16, France.
ESAIM: Control, Optimisation and Calculus of Variations, Tome 23 (2017) no. 2, pp. 569-591

Voir la notice de l'article provenant de la source Numdam

DOI MR   Zbl

Mean Field Game systems describe equilibrium configurations in differential games with infinitely many infinitesimal interacting agents. We introduce a learning procedure (similar to the Fictitious Play) for these games and show its convergence when the Mean Field Game is potential.

Reçu le :
Accepté le :
DOI : 10.1051/cocv/2016004
Classification : 35Q91, 35F21, 49L25
Keywords: Mean field games, learning

Cardaliaguet, Pierre  1   ; Hadikhanloo, Saeed  2

1 Université Paris-Dauphine, PSL Research University, Ceremade, Place du Maréchal de Lattre de Tassigny 75775 Paris cedex 16, France.
2 Université Paris-Dauphine, PSL Research University, Lamsade, Place du Maréchal de Lattre de Tassigny 75775 Paris cedex 16, France. 
Cardaliaguet, Pierre; Hadikhanloo, Saeed. Learning in mean field games: The fictitious play. ESAIM: Control, Optimisation and Calculus of Variations, Tome 23 (2017) no. 2, pp. 569-591. doi: 10.1051/cocv/2016004
@article{COCV_2017__23_2_569_0,
     author = {Cardaliaguet, Pierre and Hadikhanloo, Saeed},
     title = {Learning in mean field games: {The} fictitious play},
     journal = {ESAIM: Control, Optimisation and Calculus of Variations},
     pages = {569--591},
     year = {2017},
     publisher = {EDP-Sciences},
     volume = {23},
     number = {2},
     doi = {10.1051/cocv/2016004},
     mrnumber = {3608094},
     zbl = {1365.35183},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.1051/cocv/2016004/}
}
TY  - JOUR
AU  - Cardaliaguet, Pierre
AU  - Hadikhanloo, Saeed
TI  - Learning in mean field games: The fictitious play
JO  - ESAIM: Control, Optimisation and Calculus of Variations
PY  - 2017
SP  - 569
EP  - 591
VL  - 23
IS  - 2
PB  - EDP-Sciences
UR  - http://geodesic.mathdoc.fr/articles/10.1051/cocv/2016004/
DO  - 10.1051/cocv/2016004
LA  - en
ID  - COCV_2017__23_2_569_0
ER  - 
%0 Journal Article
%A Cardaliaguet, Pierre
%A Hadikhanloo, Saeed
%T Learning in mean field games: The fictitious play
%J ESAIM: Control, Optimisation and Calculus of Variations
%D 2017
%P 569-591
%V 23
%N 2
%I EDP-Sciences
%U http://geodesic.mathdoc.fr/articles/10.1051/cocv/2016004/
%R 10.1051/cocv/2016004
%G en
%F COCV_2017__23_2_569_0

Cité par Sources :