论文标题

部分可观测时空混沌系统的无模型预测

Linear-Quadratic Mean Field Games with a Major Player: Nash certainty equivalence versus master equations

论文作者

Huang, Minyi

论文摘要

在(Huang,2010年)中引入了带有主要玩家的平均野外游戏,这是在线性季度(LQ)建模框架中引入的。由于主要少量玩家模型的丰富结构,在过去的十年中,人们对不同的解决方案概念和分析技术进行了重大研究工作。对于LQ模型,我们解决了三个解决方案框架之间的关系:(Huang,2010年)中的NASH确定性对等方法(NCE)方法,主方程和渐近可解决性,这些方法是从不同思想开始的。我们建立了他们的等价关系。

Mean field games with a major player were introduced in (Huang, 2010) within a linear-quadratic (LQ) modeling framework. Due to the rich structure of major-minor player models, the past ten years have seen significant research efforts for different solution notions and analytical techniques. For LQ models, we address the relation between three solution frameworks: the Nash certainty equivalence (NCE) approach in (Huang, 2010), master equations, and asymptotic solvability, which have been developed starting with different ideas. We establish their equivalence relationships.

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