Epsilon-Nash Mean Field Game Theory for Nonlinear Stochastic Dynamical Systems with Major and Minor Agents.
Mojtaba NourianPeter E. CainesPublished in: SIAM J. Control. Optim. (2013)
Keyphrases
- game theory
- dynamical systems
- game theoretic
- multi agent systems
- nash equilibria
- cooperative
- nash equilibrium
- linear quadratic
- agent environment
- multi agent learning
- nonlinear dynamical systems
- resource allocation
- mechanism design
- fixed point
- nonlinear dynamics
- solution concepts
- multi agent
- differential equations
- state space
- evolutionary game theory
- monte carlo
- multiple agents
- pareto optimal
- cooperative game theory
- multiagent systems
- fictitious play
- autonomous agents
- dynamic environments
- stochastic processes
- social welfare
- imperfect information
- markov random field
- predictive state representations
- learning algorithm
- boolean games
- coalitional games
- partially observable markov decision processes
- coalition formation
- probabilistic model
- decision making