论文标题
相关的平衡和平均野外游戏:一个简单的模型
Correlated equilibria and mean field games: a simple model
论文作者
论文摘要
在简单的有限状态离散时间系统的背景下,我们引入了平均现场游戏解决方案的概括,称为相关解决方案,可以将其视为相关平衡的平均现场游戏类似物。我们的解决方案概念有两种合理:我们证明,相关解决方案是可交换相关的均衡范围的限制(马尔可夫开放环)策略,用于基础$ n $ n $ - 玩家游戏,并且我们展示了如何构建近似$ n $ n $ n $ - 玩家相关的均值从均值的均值现场游戏启动到均值的现场游戏。
In the context of simple finite-state discrete time systems, we introduce a generalization of mean field game solution, called correlated solution, which can be seen as the mean field game analogue of a correlated equilibrium. Our notion of solution is justified in two ways: We prove that correlated solutions arise as limits of exchangeable correlated equilibria in restricted (Markov open-loop) strategies for the underlying $N$-player games, and we show how to construct approximate $N$-player correlated equilibria starting from a correlated solution to the mean field game.