Mean Field Stochastic Games: Monotone Costs and Threshold Policies

被引：0
|
作者：
Huang, Minyi [1 ]
Ma, Yan [2 ]
机构：
[1] Carleton Univ, Sch Math & Stat, Ottawa, ON K1S 5B6, Canada
[2] Zhengzhou Univ, Sch Math & Stat, Zhengzhou 450001, Henan, Peoples R China
来源：
2016 IEEE 55TH CONFERENCE ON DECISION AND CONTROL (CDC) | 2016年
关键词：
MULTIAGENT SYSTEMS; EQUILIBRIA; PLAYERS; AGENTS;
D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
This paper considers mean field games in a multi agent Markov decision process (MDP) framework. Each player has a continuum state and binary action. By active control, a player can bring its state to a resetting point. All players are coupled through their cost functions. The structural property of the individual strategies is characterized in terms of threshold policies when the mean field game admits a solution. We further introduce a stationary equation system of the mean field game and provide numerical solutions.
引用
收藏
页码：7105 / 7110
页数：6
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