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.
Accepté le :
DOI : 10.1051/cocv/2016004
Mots clés : Mean field games, learning
@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},
publisher = {EDP-Sciences},
volume = {23},
number = {2},
year = {2017},
doi = {10.1051/cocv/2016004},
mrnumber = {3608094},
zbl = {1365.35183},
language = {en},
url = {http://www.numdam.org/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://www.numdam.org/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://www.numdam.org/articles/10.1051/cocv/2016004/ %R 10.1051/cocv/2016004 %G en %F COCV_2017__23_2_569_0
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. http://www.numdam.org/articles/10.1051/cocv/2016004/
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