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Record W2479838387 · doi:10.1109/acc.2016.7526093

On Mean Field Games and nonlinear filtering for agents with individual-state partial observations

2016· article· en· W2479838387 on OpenAlexaff
Nevroz Şen, Peter E. Caines

Bibliographic record

Venuenot available
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicStochastic processes and financial applications
Canadian institutionsMcGill University
Fundersnot available
KeywordsLinear-quadratic-Gaussian controlNonlinear systemNash equilibriumGaussianMathematical optimizationControl theory (sociology)Mean field theoryGame theoryMathematicsPopulationApplied mathematicsLimit (mathematics)State (computer science)Computer scienceOptimal controlMathematical economicsArtificial intelligenceControl (management)AlgorithmMathematical analysis

Abstract

fetched live from OpenAlex

In the standard linear quadratic Gaussian (LQG) and nonlinear Mean Field Game (MFG) models the agents are coupled through their dynamics and cost functions; subject to reasonable conditions, it may be shown that a best response control action for each agent exists which (i) depends only upon individual agent state observations and the distribution of the generic agent, namely the systems mean field, and (ii) achieves an ε-Nash equilibrium for the system. In this work MFG systems are considered where each agent has only noisy observations of its individual state. The LQG case of this problem is already analyzed in the literature. Here we consider the situation where the dynamics and the cost functions are nonlinear and we employ nonlinear filtering theory and the Separation Principle in order to analyze the game in the asymptotically infinite population limit.

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 machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.003
metaresearch head score (Gemma)0.008
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.010
Threshold uncertainty score0.019

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0030.008
Meta-epidemiology (narrow)0.0020.000
Meta-epidemiology (broad)0.0020.001
Bibliometrics0.0010.001
Science and technology studies0.0010.004
Scholarly communication0.0020.003
Open science0.0010.002
Research integrity0.0030.002
Insufficient payload (model declined to judge)0.0030.000

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 head0.064
GPT teacher head0.244
Teacher spread0.180 · 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 source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
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

Citations9
Published2016
Admission routes1
Has abstractyes

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