Sökning: "Mean-field games"

Hittade 3 avhandlingar innehållade orden Mean-field games.

  1. 1. Mean Field Games for Jump Non-Linear Markov Process

    Författare :Rani Basna; Astrid Hilbert; Rainer Buckdahn; Linnéuniversitetet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Mean-field games; Optimal Control; Non-linear Markov Processes; Mathematics; Matematik;

    Sammanfattning : The mean-field game theory is the study of strategic decision making in very large populations of weakly interacting individuals. Mean-field games have been an active area of research in the last decade due to its increased significance in many scientific fields. LÄS MER

  3. 2. Topics in the mean-field type approach to pedestrian crowd modeling and conventions

    Författare :Alexander Aurell; Boualem Djehiche; Xiaoming Hu; Roland Malhamé; KTH; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; pedestrian crowds; stochastic differential equations; mean field; stochastic control; games; backward dynamics; sticky boundary; stochastic maximum principle; social conventions; folkmassor; stokastiska differentialekvationer; medelfält; stokastisk styrning; limaktiga randvillkor; stokastiska maximumprincipen; dynamik med ändvillkor; spel; konventioner;

    Sammanfattning : This thesis consists of five appended papers, primarily addressingtopics in pedestrian crowd modeling and the formation of conventions.The first paper generalizes a pedestrian crowd model for competingsubcrowds to include nonlocal interactions and an arbitrary (butfinite) number of subcrowds. LÄS MER

  4. 3. Topics in Mean-Field Control and Games for Pure Jump Processes

    Författare :Salah Eddine Choutri; Boualem Djehiche; Marco Fuhrman; KTH; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Tillämpad matematik och beräkningsmatematik; Applied and Computational Mathematics;

    Sammanfattning : This thesis is the collection of four papers addressing topics in stochastic optimal control, zero-sum games, backward stochastic differential equations, Pontryagin stochastic maximum principle and relaxed stochastic optimal control.In the first two papers, we establish existence of Markov chains of mean-field type, with countable state space and unbounded jump intensities. LÄS MER