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

页码：7105 / 7110

页数：6

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