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Can Mean Field Game Equilibria Amongst Exchangeable Agents Survive Under Partial Observability of Their Competitors' States?

2023· article· en· W4391022012 on OpenAlexaff
Farid Rajabali, Roland P. Malhamé

Bibliographic record

Venuenot available
Typearticle
Languageen
FieldPhysics and Astronomy
TopicAdvanced Thermodynamics and Statistical Mechanics
Canadian institutionsPolytechnique MontréalGroup for Research in Decision Analysis
Fundersnot available
KeywordsObservabilityUnobservableMathematicsComputer scienceMathematical optimizationMathematical economicsApplied mathematicsEconometrics

Abstract

fetched live from OpenAlex

Classical mean field games (MFG) have been concerned with large games amongst symmetrically influential agents with asymptotically negligible weight. In the absence of a common driving noise, propagation of chaos occurs. The analysis assumes that the initial agent's state probability distribution is known, making its future deterministic and computable via a fixed-point calculation under a limiting equilibrium policy, if it exists. However, oftentimes, despite equal mutual influence, a given agent can only observe a limited number of neighboring agents due to the agent observability structure characterized by an information access graph. This graph may have a low degree even with a large number of agents. The main question addressed is whether an MFG equilibrium can still potentially emerge asymptotically over time. The answer is affirmative, contingent on specific conditions that rely on the stability properties of agents' dynamics and the relative speed of communication to reactions, as derived in this study. The focus is on independent linear scalar agents correlated through a quadratic cost related to the mean state of the agents, which remains unobservable. To tackle convergence to a mean field equilibrium, the proposed model involves a fast communication time scale using a consensus algorithm, alongside a slower agent dynamic time scale. The research explores agents' ability to accurately estimate the system mean as both time and agent numbers increase.

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 score0.368
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)0.0010.000

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 head0.031
GPT teacher head0.278
Teacher spread0.247 · 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

Citations1
Published2023
Admission routes1
Has abstractyes

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