In the last 5 years, the availability of large audio datasets in African countries has opened unlimited opportunities to build machine intelligence (MI) technologies that are closer to the people and speak, learn, und...
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Gaussian and Poisson noises have been widely studied in mean-field-type gametheory. In this paper, we examine the effect of the noise in the equilibrium strategies. We show that the equilibrium strategies obtained un...
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This paper examines a class of mean-field-type games with finite numbers of decision-makers with state dynamics driven by Rosenblatt processes. Rosen-blatt processes are non-Gaussian, non-Poisson, and non-Markov with ...
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ISBN:
(数字)9798350373974
ISBN:
(纸本)9798350373981
This paper examines a class of mean-field-type games with finite numbers of decision-makers with state dynamics driven by Rosenblatt processes. Rosen-blatt processes are non-Gaussian, non-Poisson, and non-Markov with long-range dependence. We provide equilibrium strategies and equilibrium costs in linear state-and-mean-field-type feedback form for all decision-makers. Interestingly, we show that the equilibrium strategies for state driven by Brownian, multi-fractional Brownian, Gauss-Volterra processes no longer provide equilibrium in presence of Rosenblatt processes.
This paper solves a mean-field type hierarchical optimal control problem in electricity *** authors consider n-1 prosumers and one *** ith prosumer,for 1<i<n,is a leader of the(i-1)th prosumer and is a follower ...
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This paper solves a mean-field type hierarchical optimal control problem in electricity *** authors consider n-1 prosumers and one *** ith prosumer,for 1
In this article we show that the asymptotic outcomes of both shallow and deep neural networks such as those used in BloombergGPT to generate economic time series are exactly the Nash equilibria of a non-potential game...
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Gaussian and Poisson noises have been widely studied in mean-field-type gametheory. In this paper, we examine the effect of the noise in the equilibrium strategies. We show that the equilibrium strategies obtained un...
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ISBN:
(数字)9798350316339
ISBN:
(纸本)9798350316346
Gaussian and Poisson noises have been widely studied in mean-field-type gametheory. In this paper, we examine the effect of the noise in the equilibrium strategies. We show that the equilibrium strategies obtained under states driven by Brownian motions, Fractional Brownian motions, Gauss-Volterra and Poisson processes no longer provide equilibrium when mixed with Rosenblatt noises. The result suggests a careful understanding of the noise structures involved in the quantities of interests in the state dynamics before approximating it by standard Gaussian noises.
作者:
Ivanov, DmitryHse University
International Laboratory of Game Theory and Decision Making Agent Systems and Reinforcement Learning Group JetBrains Research Saint-Petersburg Russia
Positive-Unlabeled (PU) learning is an analog to supervised binary classification for the case when only the positive sample is clean, while the negative sample is contaminated with latent instances of positive class ...
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In this paper we study the problem of designing a collection of terminal payoff of mean-field type by interacting decision-makers to a specified terminal measure. We solve in a semi-explicit way a class of distributed...
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In this paper we study the problem of designing a collection of terminal payoff of mean-field type by interacting decision-makers to a specified terminal measure. We solve in a semi-explicit way a class of distributed planning in mean-field-type games with different objective functionals. We establish some relationships between the proposed framework, optimal transport theory, and distributed control of dynamical systems.
In this paper, a MatLab-based toolbox to simulate Linear-Quadratic Mean-Field-Type games (MFTGs) is presented. The toolbox consists of a first version that considers three different approaches for the one-dimensional ...
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In this paper, a MatLab-based toolbox to simulate Linear-Quadratic Mean-Field-Type games (MFTGs) is presented. The toolbox consists of a first version that considers three different approaches for the one-dimensional case, i.e., Non-Cooperative, Fully-Cooperative and Co-opetitive MFTG scenarios are presented. In order to illustrate the use of the aforementioned tools, several examples are shown and the files corresponding to the developed functions are provided.
In this paper, we study a class of constrained mean-field-type games with several decision-makers interacting in a stationary environment. The payoff functionals depend not only on the strategy profile but also on the...
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ISBN:
(数字)9781728113982
ISBN:
(纸本)9781728113999
In this paper, we study a class of constrained mean-field-type games with several decision-makers interacting in a stationary environment. The payoff functionals depend not only on the strategy profile but also on the first moment. This novel static game approach leads to risk-aware solution concepts. We introduce several solution concepts: mean-field-type best-response strategies, mean-field-type generalized Nash equilibria, mean-field-type variational equilibria. We provide a structure of payoffs with a decomposition that includes variance-aware cost. We discuss some learning algorithms to reach mean-field-type best Nash equilibria under constraints. The methodology is extended to include migration costs and migration incentives for each decision-maker and each choice component.
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