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Record W2065949826 · doi:10.1109/cdc.2011.6161425

Mean Field (NCE) stochastic control: Populations of major and egoist-altruist agents

2011· article· en· W2065949826 on OpenAlexaff
Arman C. Kizilkale, Peter E. Caines

Bibliographic record

Venuenot available
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicEconomic theories and models
Canadian institutionsMcGill University
Fundersnot available
KeywordsMinor (academic)Nash equilibriumMathematical economicsPopulationMathematical optimizationMathematicsSocial costGame theoryComputer scienceEconomicsMicroeconomics

Abstract

fetched live from OpenAlex

For noncooperative games the Nash Certainty Equivalence (NCE), or Mean Field (MF) methodology [1], [2] provides decentralized strategies which asymptotically yield Nash equilibria. An extension of this theory to populations of altruistic agents (defined with so-called social cost functions) and to mixed populations was carried out in [3], and a theory treating populations of egoistic agents and one or more so-called major agents was developed in [4]. In this paper we study the equilibria and the overall stability of dynamic LQG games, where (i) there is a single major agent and a large population of mixed minor agents, and (ii) the cost for each minor agent is a convex combination of its own cost and the social cost of the minor agents. We analyse the resulting equilibria, provide experimental results, and present a mean field stochastic control algorithm, which when applied by all agents in the system, gives rise to system behaviour where (i) all agents systems are L <sup xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">2</sup> stable, (ii) the set of controls yields an ε-Nash equilibrium for all ε, and (iii) if each minor agent in the system only considers the social cost, then the difference between (i) the cost observed by each minor agent and (ii) the social cost that would be observed if a centralized controller minimizes the social cost tends to zero as the population size grows to infinity.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.000
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesInsufficient payload (model declined to judge)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.370
Threshold uncertainty score0.999

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0020.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.069
GPT teacher head0.230
Teacher spread0.160 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

Study designTheoretical or conceptual
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations5
Published2011
Admission routes1
Has abstractyes

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