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Record W3010651579 · doi:10.1109/cdc40024.2019.9029611

Mean Field Games with Poisson Jumps and Impulse Control: Long-run Average Cost

2019· article· en· W3010651579 on OpenAlexaff
Mengjie Zhou, Minyi Huang

Bibliographic record

Venuenot available
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicEconomic theories and models
Canadian institutionsCarleton University
Fundersnot available
KeywordsQuantileJumpImpulse controlBellman equationMathematicsPoisson distributionMathematical optimizationImpulse (physics)Applied mathematicsMarkov processMarkov decision processVariational inequalityComputer scienceEconometricsStatistics

Abstract

fetched live from OpenAlex

This paper considers mean field games (MFGs) in a continuous time Markov decision processes (MDP) framework. We apply the vanishing discount approach to solve the game with long-run average costs. We consider the stationary value function using the quasi variational inequality (QVI) and analyze the solution of the MFG. A numerical procedure is presented to find the threshold and the structure of the value function. Next we introduce three possible generalizations of our model including the unbounded state space model, randomized impulse control where the magnitude of the state jump follows a specific distribution depending on the current state and the quantile-based cost rate function.

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)0.009
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.007
Threshold uncertainty score0.019

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0030.009
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0010.001
Science and technology studies0.0010.003
Scholarly communication0.0020.003
Open science0.0020.001
Research integrity0.0020.002
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 head0.009
GPT teacher head0.183
Teacher spread0.175 · 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 designTheoretical or conceptual
Domainnot available
GenreMethods

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

Citations0
Published2019
Admission routes1
Has abstractyes

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