Large deviations principle for discrete-time mean-field games
dc.contributor.author | Saldı, Naci | |
dc.date.accessioned | 2022-08-16T05:19:40Z | |
dc.date.available | 2022-08-16T05:19:40Z | |
dc.date.issued | 2021-11 | |
dc.identifier.issn | 0167-6911 | en_US |
dc.identifier.uri | http://hdl.handle.net/10679/7803 | |
dc.identifier.uri | https://www.sciencedirect.com/science/article/pii/S0167691121001729 | |
dc.description.abstract | In this paper, we establish a large deviations principle (LDP) for interacting particle systems that arise from state and action dynamics of discrete-time mean-field games under the equilibrium policy of the infinite-population limit. The LDP is proved under weak Feller continuity of state and action dynamics. The proof is based on transferring LDP for empirical measures of initial states and noise variables under setwise topology to the original game model via contraction principle, which was first suggested by Delarue, Lacker, and Ramanan to establish LDP for continuous-time mean-field games under common noise. We also compare our work with LDP results established in prior literature for interacting particle systems, which are in a sense uncontrolled versions of mean-field games. | en_US |
dc.language.iso | eng | en_US |
dc.publisher | Springer | en_US |
dc.relation.ispartof | Systems & Control Letters | |
dc.rights | restrictedAccess | |
dc.title | Large deviations principle for discrete-time mean-field games | en_US |
dc.type | Article | en_US |
dc.peerreviewed | yes | en_US |
dc.publicationstatus | Published | en_US |
dc.contributor.department | Özyeğin University | |
dc.contributor.authorID | (ORCID 0000-0002-2677-7366 & YÖK ID 283091) Saldı, Naci | |
dc.contributor.ozuauthor | Saldı, Naci | |
dc.identifier.volume | 157 | en_US |
dc.identifier.wos | WOS:000711339500010 | |
dc.identifier.doi | 10.1016/j.sysconle.2021.105042 | en_US |
dc.subject.keywords | Interacting particle systems | en_US |
dc.subject.keywords | Large deviations principle | en_US |
dc.subject.keywords | Mean-field games | en_US |
dc.identifier.scopus | SCOPUS:2-s2.0-85116598619 | |
dc.relation.publicationcategory | Article - International Refereed Journal - Institutional Academic Staff |
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