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SUMMARY:Nonlinear Markov games on a finite state space
DTSTART:20140220T101500
DTSTAMP:20260916T003931Z
UID:0bec7a9e3a55285ac20464263d02554fd14139880039ed6552ef8b69
CATEGORIES:Conferences - Seminars
DESCRIPTION:Vassili Kolokoltsov\, University of Warwick\nManaging large co
 mplex stochastic systems\, including competitive interests\, when one or s
 everal players can control the behavior of a large number of particles (ag
 ents\, mechanisms\, vehicles\,subsidiaries\, species\, police units\, etc)
 \, say N_k for a player k\, the complexity of the game-theoretical (or Mar
 kov decision) analysis can become immense as N_k → ∞. However\, under 
 rather general assumptions\, the limiting problem\, as all N_k → ∞ \, 
 can be described by a well manageable deterministic evolution. We shall di
 scuss some simple situations of this kind proving the convergence of Nash 
 equilibria for finite games to equilibria of a limiting deterministic diff
 erential game. The main ideas are contained in author's paper 'Nonlinear M
 arkov games on a finite state space (mean-field and binary interactions)'\
 nhttp://arxiv.org/abs/1105.3053. International Journal of Statistics and P
 robability. Canadian Center of Science and Education (Open access journal)
 \, 1:1 (2012)\, 77-91.
LOCATION:EPFL MA A1 12
STATUS:CONFIRMED
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