scholarly journals Schrödinger approach to Mean Field Games with negative coordination

2020 ◽  
Vol 9 (4) ◽  
Author(s):  
Thibault Bonnemain ◽  
Thierry Gobron ◽  
Denis Ullmo
Keyword(s):  
Mean Field ◽  
Time Limit ◽  
External Potential ◽  
Mean Field Games ◽  
Relative Importance ◽  
Mean Field Game ◽  
Non Linear ◽  
The Mean ◽  
The Way

Mean Field Games provide a powerful framework to analyze the dynamics of a large number of controlled agents in interaction. Here we consider such systems when the interactions between agents result in a negative coordination and analyze the behavior of the associated system of coupled PDEs using the now well established correspondence with the non linear Schrödinger equation. We focus on the long optimization time limit and on configurations such that the game we consider goes through different regimes in which the relative importance of disorder, interactions between agents and external potential vary, which makes possible to get insights on the role of the forward-backward structure of the Mean Field Game equations in relation with the way these various regimes are connected.

scholarly journals Learning in mean field games: The fictitious play

2017 ◽  
Vol 23 (2) ◽  
pp. 569-591 ◽  
Author(s):  
Pierre Cardaliaguet ◽  
Saeed Hadikhanloo
Keyword(s):  
Differential Games ◽  
Mean Field ◽  
Mean Field Games ◽  
Fictitious Play ◽  
Mean Field Game ◽  
Interacting Agents ◽  
Learning Procedure ◽  
Equilibrium Configurations ◽  
The Mean

Mean Field Game systems describe equilibrium configurations in differential games with infinitely many infinitesimal interacting agents. We introduce a learning procedure (similar to the Fictitious Play) for these games and show its convergence when the Mean Field Game is potential.

scholarly journals A Probabilistic Approach to Extended Finite State Mean Field Games

2021 ◽  
Author(s):  
René Carmona ◽  
Peiqi Wang
Keyword(s):  
Nash Equilibrium ◽  
Continuous Time ◽  
Probabilistic Approach ◽  
Mean Field ◽  
Mean Field Games ◽  
Weak Formulation ◽  
Mean Field Game ◽  
Alternative Description ◽  
Finite State ◽  
The Mean

We develop a probabilistic approach to continuous-time finite state mean field games. Based on an alternative description of continuous-time Markov chains by means of semimartingales and the weak formulation of stochastic optimal control, our approach not only allows us to tackle the mean field of states and the mean field of control at the same time, but also extends the strategy set of players from Markov strategies to closed-loop strategies. We show the existence and uniqueness of Nash equilibrium for the mean field game as well as how the equilibrium of a mean field game consists of an approximative Nash equilibrium for the game with a finite number of players under different assumptions of structure and regularity on the cost functions and transition rate between states.

scholarly journals Filaments and the Solar Dynamo

1998 ◽  
Vol 167 ◽  
pp. 406-414
Author(s):  
N. Seehafer
Keyword(s):  
Mean Field ◽  
Decisive Role ◽  
Dynamo Theory ◽  
Simultaneous Generation ◽  
Alpha Effect ◽  
Generation Region ◽  
The Mean ◽  
Numerical Bifurcation ◽  
Dynamo Effect

AbstractFilaments are a global phenomenon and their formation, structure and dynamics are determined by magnetic fields. So they are an important signature of the solar magnetism. The central mechanism in traditional mean-field dynamo theory is the alpha effect and it is a major result of this theory that the presence of kinetic or magnetic helicities is at least favourable for the effect. Recent studies of the magnetohydrodynamic equations by means of numerical bifurcation-analysis techniques have confirmed the decisive role of helicity for a dynamo effect. The alpha effect corresponds to the simultaneous generation of magnetic helicities in the mean field and in the fluctuations, the generation rates being equal in magnitude and opposite in sign. In the case of statistically stationary and homogeneous fluctuations, in particular, the alpha effect can increase the energy in the mean magnetic field only under the condition that also magnetic helicity is accumulated there. Generally, the two helicities generated by the alpha effect, that in the mean field and that in the fluctuations, have either to be dissipated in the generation region or to be transported out of this region. The latter may lead to the appearance of helicity in the atmosphere, in particular in filaments, and thus provide valuable information on dynamo processes inaccessible to in situ measurements.

scholarly journals Paradox of integration — mean field approach

2017 ◽  
Vol 28 (11) ◽  
pp. 1750133 ◽  
Author(s):  
Krzysztof Kułakowski ◽  
Piotr Gronek ◽  
Alfio Borzì
Keyword(s):  
Social Status ◽  
Positive Emotions ◽  
Mean Field ◽  
Computational Approach ◽  
Transient Time ◽  
Field Approach ◽  
The Social ◽  
The Mean ◽  
High Social Status

Recently, a computational model has been proposed of the social integration, as described in sociological terms by Blau. In this model, actors praise or critique each other, and these actions influence their social status and raise negative or positive emotions. The role of a self-deprecating strategy of actors with high social status has also been discussed there. Here, we develop a mean field approach, where the active and passive roles (praising and being praised, etc.) are decoupled. The phase transition from friendly to hostile emotions has been reproduced, similarly to the previously applied purely computational approach. For both phases, we investigate the time dependence of the distribution of social status. There we observe a diffusive spread, which — after some transient time — appears to be limited from below or from above, depending on the phase. As a consequence, the mean status flows.

The Mean Field Games

2013 ◽  
pp. 11-14
Author(s):  
Alain Bensoussan ◽  
Jens Frehse ◽  
Phillip Yam
Keyword(s):  
Mean Field ◽  
Mean Field Games ◽  
The Mean

The Second-Order Master Equation

2019 ◽  
pp. 128-158
Author(s):  
Pierre Cardaliaguet ◽  
François Delarue ◽  
Jean-Michel Lasry ◽  
Pierre-Louis Lions
Keyword(s):  
Master Equation ◽  
Mean Field ◽  
Second Order ◽  
Well Posedness ◽  
Mean Field Game ◽  
First Order ◽  
Common Noise ◽  
System P ◽  
The Mean

This chapter investigates the second-order master equation with common noise, which requires the well-posedness of the mean field game (MFG) system. It also defines and analyzes the solution of the master equation. The chapter explains the forward component of the MFG system that is recognized as the characteristics of the master equation. The regularity of the solution of the master equation is explored through the tangent process that solves the linearized MFG system. It also analyzes first-order differentiability and second-order differentiability in the direction of the measure on the same model as for the first-order derivatives. This chapter concludes with further description of the derivation of the master equation and well-posedness of the stochastic MFG system.

scholarly journals Viability analysis of the first-order mean field games

2020 ◽  
Vol 26 ◽  
pp. 33
Author(s):  
Yurii Averboukh
Keyword(s):  
Mean Field ◽  
Initial Distribution ◽  
Initial Time ◽  
Mean Field Games ◽  
Sufficient Condition ◽  
Mean Field Game ◽  
First Order ◽  
Viability Analysis ◽  
A Value ◽  
Object Of Study

In the paper, we examine the dependence of the solution of the deterministic mean field game on the initial distribution of players. The main object of study is the mapping which assigns to the initial time and the initial distribution of players the set of expected rewards of the representative player corresponding to solutions of mean field game. This mapping can be regarded as a value multifunction. We obtain the sufficient condition for a multifunction to be a value multifunction. It states that if a multifunction is viable with respect to the dynamics generated by the original mean field game, then it is a value multifunction. Furthermore, the infinitesimal variant of this condition is derived.

THE ROLE OF ANTIKAON CONDENSATES IN THE EQUATION OF STATE OF NEUTRON STARS

2010 ◽  
Vol 19 (08n10) ◽  
pp. 1545-1548 ◽  
Author(s):  
F. FERNÁNDEZ ◽  
A. MESQUITA ◽  
M. RAZEIRA ◽  
C. A. Z. VASCONCELLOS
Keyword(s):  
Neutron Stars ◽  
Electric Charge ◽  
Chemical Potential ◽  
Mean Field ◽  
Field Approximation ◽  
Mean Field Approximation ◽  
Charge Neutrality ◽  
The Mean ◽  
Nucleon Matter

We study the consequences of the presence of a negative electric charge condensate of antikaons in neutron stars using an effective model with derivative couplings. In our formalism, nucleons interact through the exchange of σ, ω and ϱ mesons, in the presence of electrons and muons, to accomplish electric charge neutrality and beta equilibrium. The phase transition to the antikaon condensate was implemented through the Gibbs conditions combined with the mean-field approximation, giving rise to a mixed phase of coexistence between nucleon matter and the antikaon condensate. Assuming neutrino-free matter, we observe a rapid decrease of the electron chemical potential produced by the gradual substitution of electrons by kaons to accomplish electric charge neutrality. The exotic composition of matter in neutron star including antikaon condensation and nucleons can yield a maximum mass of about M ns ~ 1.76 M ⊙.

scholarly journals COMPUTATION OF MEAN FIELD EQUILIBRIA IN ECONOMICS

2010 ◽  
Vol 20 (04) ◽  
pp. 567-588 ◽  
Author(s):  
AIME LACHAPELLE ◽  
JULIEN SALOMON ◽  
GABRIEL TURINICI
Keyword(s):  
Theoretical Result ◽  
Optimization Problem ◽  
Existence Result ◽  
Mean Field ◽  
Numerical Results ◽  
Mean Field Games ◽  
Economy Of Scale ◽  
Technological Transition ◽  
The Mean

Motivated by a mean field games stylized model for the choice of technologies (with externalities and economy of scale), we consider the associated optimization problem and prove an existence result. To complement the theoretical result, we introduce a monotonic algorithm to find the mean field equilibria. We close with some numerical results, including the multiplicity of equilibria describing the possibility of a technological transition.

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