有限状态与动作空间平均场博弈的适定性

Well-Posedness for Mean Field Games with Finite State and Action Space

Journal of Optimization Theory and Applications · 2024
被引 4
ABS 3

中文导读

用非线性分析方法研究有限状态与动作空间平均场博弈的适定性,给出了广义强适定性和强适定性的充分条件及刻画,对理论研究者有参考价值。

Abstract

Abstract The main purpose of this paper is to investigate the well-posedness for mean field game with finite state and action space (FSASMFG) by using nonlinear analysis methods. First, we set up the bounded rationality model of the FSASMFG in the topological space. Next, we study some sufficient conditions of generalized strong well-posedness (GS-wp) and strong well-posedness (S-wp) for a class of FSASMFGs. Finally, we give some characterizations of GS-wp and S-wp for FSASMFGs with the help of set-valued analysis methods. These new results presented in the paper develop and improve the corresponding conclusions in the recent literature.

平均场博弈非线性分析适定性有限状态与动作空间