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Record W3118435503 · doi:10.1109/cdc42340.2020.9304291

On the Master Equation for Linear Quadratic Graphon Mean Field Games

2020· article· en· W3118435503 on OpenAlexaff
Rinel Foguen Tchuendom, Peter E. Caines, Minyi Huang

Bibliographic record

Venuenot available
Typearticle
Languageen
FieldMathematics
TopicMarkov Chains and Monte Carlo Methods
Canadian institutionsCarleton UniversityMcGill UniversityGroup for Research in Decision Analysis
Fundersnot available
KeywordsQuadratic equationMaster equationMathematicsDecoupling (probability)PopulationProbabilistic logicApplied mathematicsMean field theoryStability theoryField (mathematics)Nonlinear systemPure mathematicsPhysicsStatistics

Abstract

fetched live from OpenAlex

In this work a linear quadratic instance of Graphon Mean-Field Games (GMFGs) is analysed. Such games involve an asymptotically infinite population of agents, distributed over a very large scale network which itself is asymptotically infinite. The linear dynamics of each agent together with its quadratic running and terminal cost functions depend upon non-uniform averages (i.e. local and global mean fields) of the states of all other agents in the network system. In the infinite limit of the population and the network, the agent's dynamics and costs are functions of the family of local mean fields distributed at the nodes of the infinite network. Moreover, the limiting infinite networks are modelled by graphons which are symmetric measurable functions defined on the unit square. Specifically, Linear Quadratic Graphon Mean Field Games model the idea of clustering for populations of agents at the nodes of the very large scale network. First, using a probabilistic approach, we characterize the solutions of the Linear Quadratic Graphon Mean Field Games with solutions to coupled Forward Backward Stochastic Differential Equations (FBSDEs) of McKean-Vlasov type. We next deduce the existence of the so-called Master field, which allows for the decoupling of these FBSDEs. Finally, we derive the infinite dimensional Partial Differential Equation (PDE), so-called Master Equation, for which the Master Field is a solution.

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)0.002
Version: codex-gemma-dda1882f352aValidation 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: none
Teacher disagreement score0.666
Threshold uncertainty score0.223

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.002
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)0.0000.000

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 head0.244
GPT teacher head0.365
Teacher spread0.121 · 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.

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

Citations7
Published2020
Admission routes1
Has abstractyes

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