Learning mean-field games with discounted and average costs
dc.contributor.author | Anahtarcı, Berkay | |
dc.contributor.author | Karıksız, Can Deha | |
dc.contributor.author | Saldı, N. | |
dc.date.accessioned | 2024-02-20T10:37:50Z | |
dc.date.available | 2024-02-20T10:37:50Z | |
dc.date.issued | 2023 | |
dc.identifier.issn | 1532-4435 | en_US |
dc.identifier.uri | http://hdl.handle.net/10679/9177 | |
dc.identifier.uri | https://jmlr.org/papers/v24/21-0505.html | |
dc.description.abstract | We consider learning approximate Nash equilibria for discrete-time mean-field games with stochastic nonlinear state dynamics subject to both average and discounted costs. To this end, we introduce a mean-field equilibrium (MFE) operator, whose fixed point is a mean-field equilibrium, i.e., equilibrium in the infinite population limit. We first prove that this operator is a contraction, and propose a learning algorithm to compute an approximate mean-field equilibrium by approximating the MFE operator with a random one. Moreover, using the contraction property of the MFE operator, we establish the error analysis of the proposed learning algorithm. We then show that the learned mean-field equilibrium constitutes an approximate Nash equilibrium for finite-agent games. | en_US |
dc.description.sponsorship | TÜBİTAK | |
dc.language.iso | eng | en_US |
dc.publisher | Microtome Publishing | en_US |
dc.relation.ispartof | Journal of Machine Learning Research | |
dc.rights | openAccess | |
dc.rights | Attribution 4.0 International | |
dc.rights.uri | https://creativecommons.org/licenses/by/4.0/ | |
dc.title | Learning mean-field games with discounted and average costs | en_US |
dc.type | Article | en_US |
dc.description.version | Publisher version | en_US |
dc.peerreviewed | yes | en_US |
dc.publicationstatus | Published | en_US |
dc.contributor.department | Özyeğin University | |
dc.contributor.authorID | (ORCID 0000-0001-6200-4398 & YÖK ID 331624) Anahtarcı, Berkay | |
dc.contributor.authorID | (ORCID 0000-0001-8890-2196 & YÖK ID 396676) Karıksız, Deha | |
dc.contributor.ozuauthor | Anahtarcı, Berkay | |
dc.contributor.ozuauthor | Karıksız, Can Deha | |
dc.identifier.volume | 24 | en_US |
dc.identifier.wos | WOS:001111696000001 | |
dc.subject.keywords | Mean-field games | en_US |
dc.subject.keywords | Approximate Nash equilibrium | en_US |
dc.subject.keywords | Fitted Q-iteration algo-rithm | en_US |
dc.subject.keywords | Discounted-cost | en_US |
dc.subject.keywords | Average-cost | en_US |
dc.relation.publicationcategory | Article - International Refereed Journal - Institutional Academic Staff |
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