17,894 research outputs found
Partially Observed Discrete-Time Risk-Sensitive Mean Field Games
In this paper, we consider discrete-time partially observed mean-field games
with the risk-sensitive optimality criterion. We introduce risk-sensitivity
behaviour for each agent via an exponential utility function. In the game
model, each agent is weakly coupled with the rest of the population through its
individual cost and state dynamics via the empirical distribution of states. We
establish the mean-field equilibrium in the infinite-population limit using the
technique of converting the underlying original partially observed stochastic
control problem to a fully observed one on the belief space and the dynamic
programming principle. Then, we show that the mean-field equilibrium policy,
when adopted by each agent, forms an approximate Nash equilibrium for games
with sufficiently many agents. We first consider finite-horizon cost function,
and then, discuss extension of the result to infinite-horizon cost in the
next-to-last section of the paper.Comment: 29 pages. arXiv admin note: substantial text overlap with
arXiv:1705.02036, arXiv:1808.0392
Mean-Field Games for Marriage
This article examines mean-field games for marriage. The results support the
argument that optimizing the long-term well-being through effort and social
feeling state distribution (mean-field) will help to stabilize marriage.
However, if the cost of effort is very high, the couple fluctuates in a bad
feeling state or the marriage breaks down. We then examine the influence of
society on a couple using mean field sentimental games. We show that, in
mean-field equilibrium, the optimal effort is always higher than the one-shot
optimal effort. We illustrate numerically the influence of the couple's network
on their feeling states and their well-being.Comment: 22 figures. Accepted and to appear in PLoS On
Mean-Field-Type Games in Engineering
A mean-field-type game is a game in which the instantaneous payoffs and/or
the state dynamics functions involve not only the state and the action profile
but also the joint distributions of state-action pairs. This article presents
some engineering applications of mean-field-type games including road traffic
networks, multi-level building evacuation, millimeter wave wireless
communications, distributed power networks, virus spread over networks, virtual
machine resource management in cloud networks, synchronization of oscillators,
energy-efficient buildings, online meeting and mobile crowdsensing.Comment: 84 pages, 24 figures, 183 references. to appear in AIMS 201
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