论文标题
大型人口游戏的融合意思是通过控件进行互动的现场游戏
Convergence of large population games to mean field games with interaction through the controls
论文作者
论文摘要
这项工作考虑了与大量玩家的随机差异游戏，其成本和动态通过其状态和控制的经验分布相互作用。我们开发了一个新的框架，以证明有限玩家游戏与渐近平均野外游戏的融合。我们的方法基于向前和向后弱相互作用粒子的混乱传播概念，我们通过随机分析方法研究，并且似乎具有独立的兴趣。这些混乱论点的传播允许得出纳什均衡收敛的力矩和浓度界限。
This work considers stochastic differential games with a large number of players, whose costs and dynamics interact through the empirical distribution of both their states and their controls. We develop a new framework to prove convergence of finite-player games to the asymptotic mean field game. Our approach is based on the concept of propagation of chaos for forward and backward weakly interacting particles which we investigate by stochastic analysis methods, and which appear to be of independent interest. These propagation of chaos arguments allow to derive moment and concentration bounds for the convergence of Nash equilibria.
