Nonlinear Markov games on a finite state space
Event details
| Date | 20.02.2014 |
| Hour | 10:15 |
| Speaker | Vassili Kolokoltsov, University of Warwick |
| Location |
EPFL MA A1 12
|
| Category | Conferences - Seminars |
Managing large complex stochastic systems, including competitive interests, when one or several players can control the behavior of a large number of particles (agents, mechanisms, vehicles,subsidiaries, species, police units, etc), say N_k for a player k, the complexity of the game-theoretical (or Markov 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 discuss some simple situations of this kind proving the convergence of Nash equilibria for finite games to equilibria of a limiting deterministic differential game. The main ideas are contained in author's paper 'Nonlinear Markov games on a finite state space (mean-field and binary interactions)'
http://arxiv.org/abs/1105.3053. International Journal of Statistics and Probability. Canadian Center of Science and Education (Open access journal), 1:1 (2012), 77-91.
http://arxiv.org/abs/1105.3053. International Journal of Statistics and Probability. Canadian Center of Science and Education (Open access journal), 1:1 (2012), 77-91.
Practical information
- Expert
- Free
Organizer
- Prof. Max-Olivier Hongler
Contact
- max.hongler@epfl.ch